Since Windows 10 has been released, Microsoft has been increasingly focused on integrating Linux into the Windows 10 operating system. For example, WSL2 was announced last week at MS Build 2019 and includes a true Linux kernel that will allow a greater amount of Linux applications to be compatible.
They have also announced a new Windows Terminal application coming this summer that acts as a tabbed interface where you can launch a variety of different shell, including PowerShell, the traditional CMD prompt, and shells associated with installed WSL distributions.
Linux distributions have also been quick to create their own WSL distributions so that Windows users can more easily become familiar with Linux.
Before you can install the WSL Arch Linux distribution, you first need to install the Windows Subsystem for Linux.