The first question you may ask is why run a Linux system on your computer. Well the possibilities are limitless. You may prefer working in a Linux Bash system or my just want to learn Linux without the whole virtual server bit. Whatever your reasons below is how to install.
Before installing any Linux distros for WSL, you need to make sure the feature is enabled. You can do this by running the below command in an Administrator PowerShell Window:
Enable-WindowsOptionalFeature -Online -FeatureName Microsoft-Windows-Subsystem-Linux
Then you will need to restart your system if it had to enable this feature. Note that the feature is an optional feature.
The next step is to download your distro from the Windows Store as they have many options available to you. Install your preferred distro.
Now that your distro is installed you will need to initialize it once. Then you can call it from the PowerShell window. Just call its executable ex(kali.exe) this is for using Kali Linux.