1) Run PowerShell as administrator
2) Paste this command:
  Enable-WindowsOptionalFeature -Online -FeatureName Microsoft-Windows-Subsystem-Linux
3) Restart
4) Run PowerShell as administrator again
5) Paste these two commands:
  dism.exe /online /enable-feature /featurename:Microsoft-Windows-Subsystem-Linux /all /norestart
  dism.exe /online /enable-feature /featurename:VirtualMachinePlatform /all /norestart
6) Restart Again
7) Download the Linux Kernel Update Package from
  https://wslstorestorage.blob.core.windows.net/wslblob/wsl_update_x64.msi
8) Install a distro of your choice from the Microsoft Store (Example Ubuntu, Kali Linux)