This web page explains how to install WSL:

Install Windows Subsystem for Linux (WSL) on Windows 10
Installation instructions for the Windows Subsystem for Linux on Windows 10.

The store is here:

https://aka.ms/wslstore

I recommend installing Debian because it is small.

You will need to supply a username and password. The password will be required when performing sudo commands.

After it is installed, you can run a bash shell using the Debian program in the start menu.