When your Windows Store opened, there is no Distro to choose, then I found the command lxrun /install and it worked for me.
You will get something like this as an output:
C:\WINDOWS\system32>lxrun /install
Warning: lxrun.exe is only used to configure the legacy Windows Subsystem for Linux distribution.
Distributions can be installed by visiting the Microsoft Store:
https://aka.ms/wslstore
The above will install Ubuntu on your Windows system, which is distributed by Canonical and licensed under its terms that available here:
https://aka.ms/uowterms
Type "y" to continue: y
Downloading from the Microsoft Store... 100%
Extracting filesystem, this will take a few minutes...
Would you like to set the Ubuntu locale to match the Windows locale (en-FI)?
The default locale is en_US.
Type "y" to continue: y
Please create a default UNIX user account. The username does not need to match your Windows username.
For more information visit: https://aka.ms/wslusers
Enter new UNIX username: <you type your login here>
Enter new UNIX password:
Retype new UNIX password:
passwd: password updated successfully
Installation successful!
Documentation is available at: https://aka.ms/wsldocs
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