wsl --install -d Ubuntu-20.04

If \\wsl$ is not available:

Set-ItemProperty -Path 'HKLM:\SYSTEM\CurrentControlSet\Control\NetworkProvider\Order' -Name 'ProviderOrder' -Value 'P9NP,RDPNP,LanmanWorkstation,webclient'
Set-ItemProperty -Path 'HKLM:\SYSTEM\CurrentControlSet\Control\NetworkProvider\HWOrder' -Name 'ProviderOrder' -Value 'P9NP,RDPNP,LanmanWorkstation,webclient'