I always have a lot of trouble making WSL work - so this time I live streamed and completely recorded my install process (with all my confusion and mistakes) and then edited it to make this video.
0:00 Installing WSL
0:53 Installing Ubuntu
1:42 Fail with error 0x8000719e
1:52 Enable WSL in Windows Features
2:20 Fail with WSL error 0x8004032d
2:30 Use wsl on command line to investigate (not too successful)
3:51 Second reboot
4:07 Fail with error 0x80370102 - and "Need to configure BIOS"
4:20 Check if Virtualization is enabled in Windows Features
4:50 Go into BIOS and enable Virtualization Technology
5:40 Successful start of WSL / Ubuntu (finally)
6:33 Figure out where the WSL files live in Windows
I hope you find this useful.