The CentOS Linux distribution is a stable, predictable, manageable and reproducible platform derived from the sources of Red Hat Enterprise Linux (RHEL). The CenOS distribution is quite popular in my professional life.
Having switched to WLS2 - Windows Subsystem Layer - on my local machine, I was lacking CentOS. According to the docs, WLS2 can import whatever Linux distro one prefers.
But I found WSLDL the more trivial option. With support for many distros. For CentOS, simply download CentOS-WSL and off one goes.
