Windows 10's New Bash Shell describes getting started with Bash on Windows. Simply by going to 'Control Panel' -> 'Programs and Features' -> 'Enable Features' and enabling 'Windows Subsystem for Linux'.
While there, I noticed that Windows Hyper-V virtualization engine is also available within Windows 10.
Reinstall the Windows 10 Ubuntu Bash Shell uses 'lxrun /uninstall /full' from a regular command prompt to remove the shell, preferences, and home folder, which then gets rebuilt on the next startup. To keep preferences and the home folder, run 'lxrun /uninstall'. To perform a simple reinstall: 'lxrun /install /y'.
Linux Graphical Desktop Applications could be run within this environment, but aren't officially supported. An x11 server will be required, and a 'export DISPLAY=:0' trickery will be required. I doubt if my wxWidgets based applications will run.... probably tied too much to the hardware.