First thing — if you don’t know what Bash is, you probably don’t want (or need) to install it. Bash is the Linux equivalent of Command Prompt on Windows, allowing the user to run multiple utilities in plain text, and receive output.
First, open Control Panel and navigate to Programs and Features.
Once you have that open, click “Turn Windows features on or off” in the left sidebar.
After the dialog appears, scroll down to “Windows Subsystem for Linux (Beta)” and make sure the box to its left is checked.
When Windows finishes downloading the required files, you’ll have to restart your PC to finish installing the Ubuntu subsystem, and once you’re logged back in, you should notice a new item in your Start Menu called “Bash on Ubuntu on Windows”. Open that up, it’ll perform first-time setup, and you’re done!
That’s it! You have installed the experimental Ubuntu Subsystem for Windows 10, and can run applications via Bash!