Installing Drush on WSL
sudo wget http://files.drush.org/drush.phar
sudo mv drush.phar /usr/local/bin/drush
sudo chmod +x /usr/local/bin/drush
# test drush by executing:
drush status


Note_1:  For possible future releases --- If there will be non-Ubuntu version of WSL you might need to download the wget Linux utility to use it for downloading drush.phar.

Note_2: To those who have yet to install WSL - See this thread.