https://solarianprogrammer.com/2017/04/15/install-wsl-windows-subsystem-for-linux/ (Update: There's no need to enable "Developer Mode" in Windows 10 anymore since "Windows Subsystem for Linux" is no longer in beta)
https://solarianprogrammer.com/2017/04/19/getting-started-swift-windows-subsystem-linux/
Bonus (recommended):
- Using bash in Cmder: https://gingter.org/2016/11/16/running-windows-10-ubuntu-bash-in-cmder/
- Installing Zsh: https://gingter.org/2016/08/17/install-and-run-zsh-on-windows/
- Running linux GUI apps on Windows: https://nickjanetakis.com/blog/using-wsl-and-mobaxterm-to-create-a-linux-dev-environment-on-windows#wsl-conemu-and-mobaxterm-to-the-rescue