I know my question is basic one but I need some clarification. CNTK is deep learning framework which I currently use, can be used to train and evaluate models on windows machine. If I want to run my model trained with CNTK on Windows device ,I should use WIN ML. Am I right or WIN ML can be used on windows machines also?
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You should use WinML for inference.
The relationship between CNTK and WinML is the ONNX,an exchangeable format to represent deep learning models. You can export your CNTK model to ONNX format, then load it into WinML.
WinML is part of Windows 10. CNTK is not.

Changming Sun
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CNTK is for training, Windowsml is out of box inference. When you don't want you Application to integrate a runtime. WindowsML is part of OS, so no need to download or compile any library.