This video and how-to guide goes over installing Linux Subsystem on Windows 10.
cd ~
Enable-WindowsOptionalFeature -Online -FeatureName Microsoft-Windows-Subsystem-Linux
Note: Perform in PowerShell
Invoke-WebRequest -Uri https://aka.ms/wsl-ubuntu-1604 -OutFile Ubuntu.appx -UseBasicParsing
Rename-Item -Path ~/Ubuntu.appx -NewName Ubuntu.zip
Expand-Archive ~/Ubuntu.zip ~/Ubuntu cd Ubuntu ./ubuntu.exe