You can update to Windows Subsystem for Linux GUI while still using Windows 10, as described at https://github.com/microsoft/wslg . Emacs and gnuplot work fine, and that's all I need.
You can also get this great feature in standalone version, for free, and without any Linux compatibility or Windows integration issues. Definitively recommend checking at ubuntu.com for it ;-)
How do I use that to run windows games?
With Steam and/or Proton
https://github.com/ValveSoftware/Proton