How to install Linux subsystem for Windows
This question is caused by the simpliest computer problem: never think that, because you start working with a computer, that you're dealing with the latest version, as you can see in following command response:
As mentioned in the referred URL:
Requirements
For x64 systems: Version 1903 or higher, with Build 18362 or higher.
Commandline winver result:
Version 1709 (build ... 16229)
So, as mentioned by fpmurphy I'm dealing with a version of Windows, which is not able to handle this feature.