Enable WSL

Run:

dism.exe /online /enable-feature /featurename:Microsoft-Windows-Subsystem-Linux /all /norestart

# If you want WSL 2 (the latest version of WSL and provides better performance and compatibility with Linux applications), also run this:
dism.exe /online /enable-feature /featurename:VirtualMachinePlatform /all /norestart

Then, restart.

At this point you can install e.g. Ubuntu from the Microsoft Store or another way.

But if you try to open it, it might error:

Installing, this may take a few minutes...
WslRegisterDistribution failed with error: 0x800701bc
Error: 0x800701bc WSL 2 requires an update to its kernel component. For information please visit https://aka.ms/wsl2kernel

Press any key to continue...

To fix, you can go to that URL, or just run:

wsl --update

If you ever need to verify your installations, run:

wsl --list --verbose