Windows 10’s new WSL (Windows Subsystem for Linux) allows you to have a fully-functional Linux installation that runs natively on Windows. That means also means no sandboxing and full access to your whole system.
However, the caveat is that you need to install the distribution that you like to use needs to be installed over the Windows Store, which is often blocked by company/organisation rules or firewalls. But you can install it nevertheless and bypass the Windows Store.
To start, fire up PowerShell as Administrator and run this command:
Enable-WindowsOptionalFeature -Online -FeatureName Microsoft-Windows-Subsystem-Linux
After that, reboot your computer so Windows can install the needed ressources.
Once you have restarted, open PowerShell (again with Administrator privileges) and run the following command (Replace
<distro-url> with one of the links listed here):
Invoke-WebRequest -Uri <distro-url> -OutFile wsl.appx -UseBasicParsing
You can then install that package like any other: