If you want to install Kali Linux on Hyper-V in Windows 11/10, enable Hyper-V Manager and then follow the steps mentioned here.

If you want to use Kali Linux but don't want to boot from it, install Kali Linux in a VirtualBox VM on Windows 11/10 using the steps mentioned earlier.

Once enabled, you’ll still need to actually install a Linux distribution in order to run Linux apps. But there are a bunch of options available, including Ubuntu, Debian, Kali, and OpenSUSE.