This is a new developer feature included in a Windows 10 "Anniversary" update (coming soon, mean as early as June 21, 2016 or as late as September 21, 2016). It lets you run native user-mode Linux shells and command-line tools unchanged, on Windows.
http://www.hanselman.com/blog/DevelopersCanRunBashShellAndUsermodeUbuntuLinuxBinariesOnWindows10.aspx
http://blog.dustinkirkland.com/2016/03/ubuntu-on-windows.html
http://www.wired.com/2016/03/microsoft-making-linux-apps-run-windows-isnt-crazy/
http://www.ghacks.net/2016/03/31/windows-10-anniversary-update/
http://www.hanselman.com/blog/DevelopersCanRunBashShellAndUsermodeUbuntuLinuxBinariesOnWindows10.aspx
http://blog.dustinkirkland.com/2016/03/ubuntu-on-windows.html
http://www.wired.com/2016/03/microsoft-making-linux-apps-run-windows-isnt-crazy/
http://www.ghacks.net/2016/03/31/windows-10-anniversary-update/