The Windows Subsystem for Linux lets developers run a Linux environment — including most command-line tools, utilities, and applications — directly on Windows, unmodified, without the overhead of a traditional virtual machine or dualboot setup.
This is not particularly useful for the casual user who has no interest in playing with the commandline but soon you maybe able to install and use GUI applications within Windows. This already in the Windows 10 version 21H2 (Insider Preview), and Windows 11 (Insider Preview).
I you do not want to run beta software but you still want to play with the Linux command-line you can easy do this with a few clicks of a mouse, and it will not kill your Windows 10 install.
This video shows how it will work.