Enable Windows Subsystem for Linux (WSL) feature to use Linux on Windows Server.

Run PowerShell with Admin priviledge and execute commands like follows to enable WSL.
(also possible to enable it on [Server Manager] - [Add roles and features] - [Select features])
After enabling it, restart Computer once.

It's possible to run WSL with any user.
Logon with any user and Run PowerShell to Download a Linux image to any folder.
On this example, Download Ubuntu 18.04 to Home folder.
After downloading a Linux image, rename the file to zip archive and expand it.

Move to the expanded folder and run [ubuntu1804.exe], then Ubuntu 18.04 starts.
For initial use, setting of new user account is required, input any username and password for it.
After adding new user, it's possible to use Ubuntu Linux.