Download image
A complete guide https://wiki.ubuntu.com/WSL
I chose to install Ubuntu1804 on WSL via rootfs https://cloud-images.ubuntu.com/bionic/current/
Speed limited ,you can install the image in the Tsinghua open source image station.
Also, you can chose other editions by clicking the links in the wiki.
Install
Open powershell and using command line.
wsl --import DistributionName InstallLocation FileName
DistributionName:The name of your subsystem.
InstallLocation:Install location
FileName:The name of the file you installed.
To use your wsl,key in command.
wsl -d DistributionName
Also , you can use it by Windows terminal.