After the install and the required reboot I was able to start bash. At first I was confused where to find the files from the home directory. It isn’t the one from windows itself.
Well I found it in AppData\Local\lxss . So each user has his / her own files.

Since I was able to find most stuff I wanted to know if I am able to compile httpd apache on it. I cloned https://github.com/jblond/debian_build_apache24.git and the build went smooth.
But apache didn’t start. Adding AcceptFilter http none and AcceptFilter https none helped. To get rid of the first error messages. But still apache wasn’t starting. Got the following error message.

[Tue Jan 24 22:31:33.590385 2017] [fcgid:emerg] [pid 1289:tid 140034843477824] (38)Function not implemented: mod_fcgid: Can't create shared memory for size 1200712 bytes

Okay, I disabled mod_fcgid and apache starts with /opt/apache2/bin/httpd -k start . Even running C:\Windows\System32\bash.exe ~ as Adminstrator did not solve to run fcgid.
I have to find out how to run mod_fcgid. I like to run PHP over fcgid.