Once you've got wsl installed you only have to copy and paste a few commands to start running the run.sh script
You can install debian from the windows store if I recall correctly
though if you want to install it in a different location you'll need to install manually with commands or move the installed files of debian wsl to a new location and use mklink in command prompt to create a link of those files to the original location you moved them from (don't rename folders and make sure you move and link the top level folder containing the debian files)