Right-click the Windows Start button and select "Windows PowerShell (Admin)". Confirm the administrator credentials.
Start the installation of the default Linux distribution (Debian):
wsl --install
The installer will first install "Virtual Machine Platform" and "Windows Subsystem for Linux".
Confirm the administrator privilege when prompted.
If this is a first time installation, you will see this message:
The requested operation is successful. Changes will not be effective until the system is rebooted.
Save any work and open webpages (such as this one), and then restart the computer. You can use PowerShell command:
Restart-Computer.
Windows will take a short time to install features before and after restarting.
Log in to Windows.
Click Start and run WSL (Penguin icon). A Terminal is launched.
Enter your username.
Out of the box you can open File Explorer to \\wsl.localhost\Debian\ to browse your entire folder structure, and copy files back and forth.
When you download a file from the Internet on Windows, ZoneInfo metadata is attached to the file. This lets you know to treat the file with caution.
When you copy this file into WSL through File Explorer, a second file with "Zone.Identifier" appended is also copied.
To disable this unwanted behavior:
From Windows launch Local Group Policy Manager: gpedit.msc
Navigate to "User Configuration" > "Administrative Templates" > "Windows Components" > "Attachment Manager".
Edit "Do not preserve zone information in file attachments".
Set it to Enabled. Click OK and exit Local Group Policy Manager.