Its super easy now!
Right click on the windows logo, open the link for Windows Terminal (Admin)
In a Windows Terminal (Admin)
wsl --install
And then reboot your computer and it should be available.
The first time or two, it was part of the powershell. Now it exists as an app in the Microsoft App Store.
Download and install Ubuntu from here:
https://www.microsoft.com/en-us/p/ubuntu/9nblggh4msv6
After it installs, click open, and then you are in a ubuntu terminal session. Set up your default user that gets sudo powers.
Then update your apt repos to get going.
sudo apt update
For new users of bash and linux terminal commands and programs, I recommend using tldr
sudo apt install tldr
Now when you come across a command that you aren't sure about run tldr xxxxx where xxxxx is the command you are learning about.
There is now a dedicated menu in Windows for the linux stuff in the bottom of the Windows Explorer navigation under Linux.
You can also type in the address bar to find it with:
\\wsl$
Also consider grabbing a decent dotfiles folder when getting started.
https://dotfiles.github.io/inspiration/
I'm a fan of https://github.com/mathiasbynens/dotfiles
which installs quickly with
cd
git clone https://github.com/mathiasbynens/dotfiles.git && cd dotfiles && source bootstrap.sh