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You have two choices (mutually exclusive) to run Linux from your Windows desktop :

To chose between either of them depends on your usage of Linux:

By default, if you are unsure, I would recommand to try WSL2 approach first, as it is lightweight, fast startup, easy installation, and close integration with Windows.
- This is perfectly suitable if you just want to run Linux command-line tools, Bash shell scripts, and GNU/Linux command-line applications
- But this is also very powerful for developing software (C, C++, Python, R, Fortran...) seamlessly, thanks to the wonderful integration of Visual Studio Code
On the other hand, if you want to have a full Linux experience and focus on ease of use, VirtualMachine software like VirtualBox is recommended

Both approaches are detailed in the following sections.

Linux on Windows through WSL

WSL2 stands for Windows Subsystem for Linux.
It is a feature of Windows that allows you to run a Linux environment on your Windows machine, without the need for a separate virtual machine or dual booting.
WSL2 is designed to provide a seamless and productive experience for developers who want to use both Windows and Linux at the same time.
WSL2 can be used to install and run different Linux distributions such as: SLES, Ubuntu, Debian, Kali, ...
WSL2 enables most of the features provided by Linux, but directly from your Windows session.
Additional information: https://learn.microsoft.com/en-us/windows/wsl/about

To install WSL on your desktop, please follow this RC-docs wiki page : Running Ubuntu on a Windows System
You can get additional information via Microsoft official documentation : https://learn.microsoft.com/en-us/windows/wsl/install

VirtualBox is an application provided by Oracle that enables you to launch different types of Operating System, from yoyr Windows session.
To do that, it uses an artefact known as Virtual Machine which can emulate any operating system on your currently running OS.
Hence it is very useful to launch any Linux distribution(s) from your desktop, it can even boot-up several distros in parallel.
Additional information: https://www.virtualbox.org/manual/ch01.html

To install Virtualbox on your desktop, please follow this RC-docs wiki page : Virtual Machines
You can get additional information on the installation here : https://www.nakivo.com/blog/use-virtualbox-quick-overview/