From the Microsoft Store you can download and install the Debian/GNU Linux app. It contains also the shell of Ubuntu and other distributions.
As stressed in the app description, before you install that app you have to enable the WSL (Windows Subsystem for Linux) from the additional Windows functionalities. You may need to enable the “Windows Subsystem for Linux” optional feature running, from the PowerShell as Administrator, the following command, as explained in the Install the Windows Subsystem for Linux Microsoft doc:
Enable-WindowsOptionalFeature -Online -FeatureName Microsoft-Windows-Subsystem-Linux
For more information see the following posts:
- How to Install and Use the Linux Bash Shell on Windows 10 (from How-To Geek site)
- Install the Windows Subsystem for Linux (from MS site)
Here it is explained that, since Fall Creator Update, Windows 10 offers a full Windows Subsystem intended for Linux for running Linux software that is not simply a virtual machine. It’s based on Microsoft’s abandoned Project Astoria work for running Android apps on Windows. Therefore, WSL allows you to run Linux applications directly on Windows, like Wine allows you to run Windows applications directly on Linux.
You need to have a 64-bit Windows 10, the 32-bit do not support this feature. To get started, head to Control Panel -> Programs -> Turn Windows Features On Or Off (IT: Pannello di Controllo -> Programmi -> Attivazione o disattivazione delle funzionalità Windows) and enable the Windows Subsystem for Linux option in the list (IT: Sottosistema Windows per Linux), and then click the OK button.
You can see also Windows Subsystem for Linux Documentation for more info …