Windows Subsystem for Linux (WSL) is an optional feature on Windows 10. You can enable it through the Windows Features dialog or PowerShell.
Windows Features dialog
In the Windows search bar, type 'features' to bring up the Turn Windows Features on and off dialog. Scroll down and check Windows Subsystem for Linux.
Select OK and you will be prompted to restart Windows.
If you prefer, you can open PowerShell as an Administrator and type:
Enable-WindowsOptionalFeature -Online -FeatureName Microsoft-Windows-Subsystem-Linux
After the command runs, you will be prompted to restart Windows.
After restarting Windows, you can check that you have WSL enabled by opening a Command Prompt and typing 'wsl'.
WSL is enabled but you haven't installed a Linux distribution yet.
Next, you will install Linux from the Microsoft Store.