# 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
# 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
# Install Ubuntu WSL without Windows Store
https://stackoverflow.com/a/64872285