This feature is not supported in versions of Windows prior to Windows 10 or on Windows Server SKUs. In addition, it is available only for 64-bit versions of Windows.
Full instructions to install WSL are available on the above link. To install WSL on Windows 10 with Fall Creators Update installed (version >= 16215.0) do the following:
Enable the Windows Subsystem for Linux feature
From Start, search for "Turn Windows features on or off" (type 'turn')