Starting with the Fall Creator Update of Windows 10, it has included the windows subsystem for linux feature iwhich 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 or off, and click the "windows subsystem for linux (beta)" button.