WSL allows you to run your favourite CLI tools on a Windows workstation. Install WSL from Windows Store, search for Ubuntu for example. Read more about WSL in here: https://msdn.microsoft.com/en-us/commandline/wsl/about
What WSL does not natively support is running graphical applications, aka. X applications.
Trying will result in: Error: Can't open display.
Solution
Luckily there are usually ways to go around official limitations, in this case by installing a 3rd party X server on Windows. One example is VcXsrv which can be downloaded from here: https://sourceforge.net/projects/vcxsrv/Ensure you have installed/enabled WSL, install VcXsrv and go to your Linux by launching Bash on Ubuntu on Windows. Run the following commands:
sudo apt install x11-apps
export DISPLAY=:0
xeyes
In Fedora you'd use dnf instead of apt, naturally.
Running xeyes should look something like this:
