Windows Subsystem for Linux (WSL) enables users on Windows to install Linux distributions and use Linux from inside a terminal. There are two versions of WSL: WSL1 and WSL2. The latter requires your Windows version to be 1903 or later, with build to be 18362 or later. My personal Windows computer qualified for WSL2, so I installed that and then Ubuntu 20.04 using the following steps:
dism.exe /online /enable-feature /featurename:Microsoft-Windows-Subsystem-Linux /all /norestart
Restart your computer.
dism.exe /online /enable-feature /featurename:VirtualMachinePlatform /all /norestart
Restart your computer.
Download the Linux kernel update package from here and install it.
Choose WSL2 - open Powershell as Administrator and enter:
wsl --set-default-version 2
Open the Windows Store app, search for your Linux distribution and install it. I chose Ubuntu.
Type Ubuntu in the Start menu to launch it. The first time it starts, it will ask you to create a username and password. After this, whenever you type Ubuntu, it will launch you as the default user into a shell.
Reference: Windows Subsystem for Linux Installation Guide for Windows 10
Tried with: Windows 10 Version 1909 (Build 18363.1198)