You can now download and install Kali Linux via the Windows Store. From a blog post on MSDN: Our community expressed great interest in bringing Kali Linux to WSL in response to a blog post on Kali Linux on WSL. We are happy to officially introduce Kali Linux on WSL.
Man is the best computer we can put aboard a spacecraft ... and the
only one that can be mass produced with unskilled labor.
-- Wernher von Braun