Windows 10 Anniversary Update allows you to run Ubuntu and the Bash shell. This is an optional feature and is switched on via Windows features.

Once enabled you'll need to restart your device. You'll then be able to search for bash.

and you'll be prompted to install Ubuntu.

This process, will take a few minutes to connect to the Windows Store, download, extract the filesystem.

Once completed you'll be prompted to create a default UNIX account.

Enter and verify a password for the account and you are up and running.

You can sudo apt-get update to downloads the package lists from the Ubuntu repositories and update them to get information on the newest versions of packages and their dependencies.

And a apt-get upgrade to upgrade them,

It's worth noting that once you have bash installed you can search in Windows 10 for Ubuntu to load the conhost.

Note that my UNIX users home folder does not relate to my Windows 10 user folder

You can mount the Windows 10 folder however and access in Ubuntu.

So I can do cool stuff like create a Python script.

and execute it in the shell.

Awesome! Have fun playing with the Ubuntu shell.