After you have Bash for Windows installed (see http://www.howtogeek.com/249966/how-to-install-and-use-the-linux-bash-shell-on-windows-10/), issue the following commands:
sudo add-apt-repository ppa:ubuntu-toolchain-r/test sudo apt-get update sudo apt-get install gcc-5 g++-5 sudo update-alternatives --install /usr/bin/gcc gcc /usr/bin/gcc-5 60 --slave /usr/bin/g++ g++ /usr/bin/g++-5 g++ --version sudo apt-get install make
At this time, valgrind can be installed but doesn't seem to work.