Prerequisite: Enable Linux Subsystem – Instructions Here

Pick the distro you want to install from the list below:

• Ubuntu 20.04
• Ubuntu 20.04 ARM
• Ubuntu 18.04
• Ubuntu 18.04 ARM
• Ubuntu 16.04
• Debian GNU/Linux
• Kali Linux
• OpenSUSE Leap 42
• SUSE Linux Enterprise Server 12
• Fedora Remix for WSL

Step 1: Open PowerShell and download

curl.exe -L -o <distro_name>.appx https://aka.ms/<distro_link>

Step 2: Install and launch

Add-AppxPackage .\<distro_name>.appx
wsl -d <distro_name>

Step 3: Update and Upgrade distro

sudo apt update && sudo apt upgrade -y     #debian

#or 

sudo yum upgrade -y    #fedora

That is it you have successfully downloaded a Linux for windows subsytem distro and installed it.