The first Windows 10 Insider Preview build that includes support for native Linux bash on Windows is now out. This was some of the biggest news to come out of Build last week, as Microsoft works to make Windows even more attractive to developers.
The full install process is described on Microsoft's blog post, but the important part is that in order to use the Windows Subsystem for Linux, the system will have to be put into developer mode through the Settings app (instead of its default sideloading mode). Then the feature will need to be added from Windows Features, and finally the runtime environment will have to be fetched from the store. This process is a little convoluted, but it underscores that Microsoft is positioning the Linux support as a developer feature, not meant for production deployments yet.
The new build looks to be the most significant update since the release of the November Update last year. In addition to the Windows Subsystem for Linux, a bunch of other changes are included. Cortana is smarter, able to sync phone status and notifications between Windows and Android phones and Windows on the PC. She can also help you find your phone by making it ring when you've lost it, and if you look up directions on your PC, she can beam them to your phone for you.