1.) Open an administrative Powershell and activate the WSL feature
dism.exe /online /enable-feature /featurename:Microsoft-Windows-Subsystem-Linux /all /norestart
2.) Activate the Virtual Machine Platform, afterwards reboot your computer
dism.exe /online /enable-feature /featurename:VirtualMachinePlatform /all /norestart
3.) Download and install the WSLv2 Linux Kernel package from https://wslstorestorage.blob.core.windows.net/wslblob/wsl_update_x64.msi - another Reboot is needed afterwards
4.) Set WSLv2 as default WSL - open an administrative Powershell and enter
wsl --set-default-version 2
5.) Install one or multiple operating systems in WSLv2 - you can find them here. You can also install these "offline", meaning without the need to use Windows Store. For the offline install, download the needed package from this link, then install it by doubleclicking on the Icon - or via Powershell with
Add-AppxPackage .\app_name.appx
You can then start and use it :).
Its also not a bad idea to install Windows Terminal.