CODE EXAMPLE FOR SHELL

Install Ubuntu WSL without Windows Store

# go into some folder into which you want the file to be downloaded
cd <somefolder>

# download Ubuntu 20.04
Invoke-WebRequest -Uri https://aka.ms/wslubuntu2004 -OutFile Ubuntu.appx -UseBasicParsing

# install downloaded *.appx file
Add-AppxPackage .Ubuntu.appx

wsl --list --verbose 
wsl --set-version Ubuntu-20.04 2