To sideload applications without Microsoft approval (on application signatures for example when installing) and seems like still need to do this to use Windows Subsystem for Linux still you will need to enabled Developer Mode on Windows 10 run this command under with Administrator privileges

reg add "HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\AppModelUnlock" /t REG_DWORD /f /v "AllowDevelopmentWithoutDevLicense" /d "1"

Or you can do it the GUI way under Settings

Helpful link for configuring the lxrun command line interactions (install/uninstall)