If you are on Windows 10, you should probably give a try to Windows Subsystem for Linux. Getting a bash shell under Windows was not a trivial task back in the day.
Now you just head to the Microsoft Store and install one. There are variety of distributions to choose from ranging Debian, Ubuntu, Open SUSE and even Kali.
My preference is Ubuntu but wait there are 3 of them! This is quite confusing isn’t it?
Well I’ve finally found a reasonable explanation in this article: There Are Now Three Versions of Ubuntu in the Microsoft Store, Here’s Why
So if you need the latest and greatest LTS version simply install Ubuntu. For the moment my choice lays with Ubuntu 16.04 because of some application compatibility that is missing in 18.04 with weasel-pageant.