Install the Windows Subsystem for Linux on Windows 10

Enable the Windows Subsystem for Linux
   Before installing any Linux distros for WSL, you must ensure that the "Windows Subsystem for Linux" optional feature is enabled:

      Open PowerShell as Administrator and run:
      Enable-WindowsOptionalFeature -Online -FeatureName Microsoft-Windows-Subsystem-Linux

   Restart your computer when prompted.

Install your Linux Distribution of Choice
   To download and install your preferred distro(s), you have three choices:
    * Download and install from the Windows Store (see below)
    * Download and install from the Command-Line/Script (read the manual installation instructions)
    * Download and manually unpack and install (for Windows Server -instructions here)

Windows 10 Fall Creators Update and later: Install from the Microsoft Store

 This section is for Windows build 16215 or later. Follow these steps to check your build. For earlier versions of Windows 10, follow these instructions using lxrun.

1, Open the Microsoft Store and choose your favorite Linux distribution.

   The following links will open the Windows store page for each distribution:
    * Ubuntu
    * OpenSUSE
    * SLES
    * Kali Linux and Debian GNU/Linux

2, From the distro's page, select "Get"

Complete initialization of your distro
   Now that your Linux distro is installed, you must initialize your new distro instance once, before it can be used.

Troubleshooting:
   Below are related errors and suggested fixes. Refer to the WSL troubleshooting page for other common errors and their solutions.

   Installation failed with error 0x80070003
    * The Windows Subsystem for Linux only runs on your system drive (usually this is your C: drive). Make sure that distros are stored on your system drive:
    * Open Settings -> Storage ->More Storage Settings: Change where new content is saved

From Microsoft Docs