First announced in the Microsoft Build 2016 Conference and was just introduced in build 14316, which is available only for Inside Developer fast track. Finish each step completely before going on to the next step...
Step 1: Make sure you're in Inside Developer Fast Track
Settings -> Update & Security -> Windows Update -> Advanced Options -> Get Insider Preview Builds
Slide the bar underneath this feature all the way to the right (fast track)...
Easy to setup if you have already have an outlook/hotmail account, will require you to bounce around some webpages. Unfortunately, it will force you to log in with that account, if that feature isn't turned on... The other disadvantage to this is Under Settings -> Privacy -> Feedback & Diagnostics, Microsoft takes control of those option. Once this feature is on, Windows will begin downloading the Newest Build.
Once the download is done, in updates, Restart now. Windows will install the update and may require several reboots in the process.
Step 2: Turn on developer mode
Settings -> Setup & Security -> For developers -> Developer Mode (Install any signed app and use advanced development features)
Step 3: Turn on Windows Feature "Windows Subsystem for Linux (Beta)"
Left Click start menu and type 'Turn Windows features on or off' and check 'Windows Subsystem for Linux (Beta)' to on.
Reboot Windows Again
Step 4: Run bash from Command Prompt (Admin)
Right click start menu and choose Command Prompt (Admin) (hotkey: Win+X Then A) Click OK at the confirmation window, type bash and confirm the Canonical Terms by typing 'Y' (A website URL will show the current Canonical Terms and Conditions)
Windows will download an Ubuntu Image from the Windows Store, which leads me to believe that doing this in the future with a standard install will be much easier in the future.
Step 5: Finally, Run "Windows Subsystem for Linux (Beta)"
Either click on the desktop application or type "bash" after clicking the Windows key.
Installed and complete install. Note: that your user level in Windows will determine what user level your bash account will be in. (ie: Admin = root) and you will not be able to run X, and your in userland Linux. Also, last reports stated that vt100 emulation is not complete so top, tmux, etc. might not be running correctly. Also, use Feedback Hub to let Microsoft know what's wrong with the build, they want developers feedback. ENJOY! ^_^
Official Blog Post - Windows Command Line Tools For Developers: https://blogs.msdn.microsoft.com/commandline/2016/04/06/bash-on-ubuntu-on-windows-download-now-3/