Install WSL2

Enable Virtual Machine Platform
- Search for PowerShell, right-click the top result, and select the Run as administrator option.
- Enter Enable-WindowsOptionalFeature -Online -FeatureName VirtualMachinePlatform and press Enter.
To install WSL2 on Windows 10, open Command Prompt as admin and run wsl --install
The command will install all the WSL2 components and the Ubuntu Linux distro.

Setup for Windows

For Windows using WSL2, write a .wslconfig File in your user path with following content:

[wsl2]
memory=12GB # Limits VM memory in WSL 2 to X GB
processors=3 # Makes the WSL 2 VM use X virtual processors
localhostForwarding=true

You can play with the values if your PC can't handle it.
Install Docker Desktop for Windows: https://desktop.docker.com/win/main/amd64/Docker%20Desktop%20Installer.exe
Make sure you are running the newest NVIDIA Drivers and newest Docker Desktop Version.
- See https://docs.microsoft.com/en-us/windows/ai/directml/gpu-cuda-in-wsl for more information about WSL support.
  
  (all newer Driver and Docker versions should support it out of the box.)
  
  Test with:
  
  wsl cat /proc/version
  
  Needs kernel version of 5.10.43.3 or higher.
  
  Run
  
  wsl --update
  
  to update the kernel.