Microsoft has traditionally made installing WSL more of a hassle than it should be, but the company finally got the process right in Windows 10 build 2004. Just open an elevated Command prompt (start --> type cmd --> click Run as Administrator), type wsl --install at the prompt, and you're good to go. Windows 11, thankfully, carries this process forward unchanged.

A simple wsl --install with no further arguments gets you Hyper-V and the other underpinnings of WSL, along with the current version of Ubuntu. If you aren't an Ubuntu fan, you can see what other easily installable distributions are available with the command wsl --list --online. If you decide you'd prefer a different distro, you can install it instead with—for example—wsl --install -d openSUSE-42.

If you're not sure which distribution you prefer, don't fret. You can install as many as you like, simply by repeating wsl --list --online to enumerate your options and wsl --install -d distroname to install whichever you like.

Installing a second distribution doesn't uninstall the first; it creates a separate environment, independent of any others. You can run as many of these installed environments as you like simultaneously, without fear of one messing up another. //

Finally, Ubuntu's excellent baked-in OpenZFS support is missing. You can apt install zfsutils-linux without difficulty, but that package depends on Canonical's in-house kernel with built-in ZFS support, which Microsoft has not picked up in its own WSL2 kernel.