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Here is an announcement from Microsoft Build you probably didn’t see coming: Microsoft today announced that it is bringing the GNU project’s Bash shell to Windows. Bash (Bourne Again SHell) has long been a standard on OS X and many Linux distribution systems, while the default terminal for developers on Windows is Microsoft’s own PowerShell.
More importantly than bringing the shell over to Windows, developers will now be able to write their .sh Bash scripts on Windows, as well (or use Emacs to edit their code). Microsoft noted that this will work through a new Linux subsystem in Windows 10 that Microsoft worked on with Canonical.
Read the rest at the link provided.
This opens up a whole new world. I told my co-workers who sent me the article that my fantasy of a Windows UI and app environment on a posix framework really might come true one day.
UPDATE: Here is a very interesting and detailed blog by Canonical developer Dustin Kirkland: http://blog.dustinkirkland.com/2016/03/ubuntu-on-windows.html
He explains in better detail how it's working and what is going on.