Windows just released the windows subsystem for linux feature to the public with its latest windows fall creator update, if you are not familiar with this feature it allows you to run linux binaries natively on windows - F.A.Q.
The feature is not enabled by default and you need to activate it, you can do it via powershell (with admin rights):
Enable-WindowsOptionalFeature -Online -FeatureName Microsoft-Windows-Subsystem-Linux
Or you can open: Control-Panel -> Programs -> Turn Windows feature on ro off, and click the "windows subsystem for linux (beta)" button.