1. Settings > Update & security > For Developers > Developer mode
  2. Turn Windows features on/off > Windows Subsystem for Linux
  3. Restart later
  4. PowerShell: Enable-WindowsOptionalFeature -Online -FeatureName Microsoft-Windows-Subsystem-Linux
  5. Restart.
  6. Open a command prompt and type bash.

This will install the Linux distribution at: %localappdata%\lxss. Do NOT modify anything in this directory using Windows tools. Access the Linux subsystem by typing bash at any terminal.

See also:

https://msdn.microsoft.com/en-us/commandline/wsl/install_guide

https://blogs.msdn.microsoft.com/commandline/2016/11/17/do-not-change-linux-files-using-windows-apps-and-tools

https://msdn.microsoft.com/en-us/commandline/wsl/user_support