When the Windows Store opened, there was no Distro to choose, then I found this command
lxrun /install and worked for me as well.
You will get something like this as an output:
C:\WINDOWS\system32>lxrun /install Warning: lxrun.exe is only used to configure the legacy Windows Subsystem for Linux distribution. Distributions can be installed by visiting the Microsoft Store: https://aka.ms/wslstore This will install Ubuntu on Windows, distributed by Canonical and licensed under its terms available here: https://aka.ms/uowterms Type "y" to continue: y Downloading from the Microsoft Store... 100% Extracting filesystem, this will take a few minutes... Would you like to set the Ubuntu locale to match the Windows locale (en-FI)? The default locale is en_US. Type "y" to continue: y Please create a default UNIX user account. The username does not need to match your Windows username. For more information visit: https://aka.ms/wslusers Enter new UNIX username: <you type your login here> Enter new UNIX password: Retype new UNIX password: passwd: password updated successfully Installation successful! Documentation is available at: https://aka.ms/wsldocs