Recently I heard from a colleague that Windows has added Ubuntu bash to the OS.
Original Guide from: https://msdn.microsoft.com/en-us/commandline/wsl/install_guide
Lets get started:
1. Verify the OS build by going start menu > System > About

We have to be running a 64-bit version of Windows 10 Anniversary Update or later (build 1607+).
That is checked.
2. Activate Developer Mode
Start Menu > Settings > search Developer mode

Give it a moment, Windows will do some installation.
3. Enable “Windows Subsystem for Linux” – this is already part of the Windows package we have to enable it.
Open Power shell as admin and run the following command:
open start menu > search “power shell” > right click “run as adminstrator”
Enable-WindowsOptionalFeature -Online -FeatureName Microsoft-Windows-Subsystem-Linux
Image shows:
Seems that i have already enabled it previously – thus no it is online and no need to restart.
Next to run Bash
open command prompt and type bash then y

Personally I’m comfortable with Ubuntu so I went ahead with the install, alternatively you can search from the Windows store and download other flavors:
Once installed, you are good to go with Bash! – so I was wrong, long waiting time as usual with Microsoft.

20 mins later still installing – come on Microsoft you can do better.
Argghh all it needed was to press enter, might have been faster.

Alright! all set ready to have a Bash!