This Documentation is a small summary of the offical one
Your PC must be running a 64-bit version of Windows 10 Anniversary Update build 14393 or later
To find your PC's CPU architecture and Windows version/build number, open Settings>System>About. Look for the OS Build and System Type fields.
Turn-on Developer Mode
Enable the Windows Subsystem for Linux feature (GUI or command-line
Enable-WindowsOptionalFeature -Online -FeatureName Microsoft-Windows-Subsystem-Linux
Restart your computer
Open a command prompt and run bash
After you have accepted the License, the Ubuntu user-mode image will be downloaded and a "Bash on Ubuntu on Windows" shortcut will be added to your start menu.
After installation your Linux distribution will be located at: %localappdata%\lxss\
To run bash just like in the other step
Open a command prompt and run
bash
Or use the "Bash on Ubuntu on Windows" shortcut
The first time you install Bash on Windows, you will be prompted to create a UNIX username and password.
Credits to the official link!