What tools can I use to install a Linux distro inside Windows and run both at the same time? I already Googled this and I did not find what I needed.
You could use a virtual machine program like VirtualBox, then create a virtual machine and install Linux to it.
You will get a more immersive Linux experience, but it will be slower than running Linux directly:
You could use Microsoft's Windows Subsystem for Linux:
The Windows Subsystem for Linux lets developers run GNU/Linux environment -- including most command-line tools, utilities, and applications -- directly on Windows, unmodified, without the overhead of a virtual machine.
- Choose your favorite GNU/Linux distributions from the Windows Store.
- Run common command-line free software such as grep, sed, awk, or other ELF-64 binaries.
- Run Bash shell scripts and GNU/Linux command-line applications including:
- Tools: vim, emacs, tmux
- Services: sshd, MySQL, Apache, lighttpd
- Install additional software using own GNU/Linux distribution package manager.
- Invoke Windows applications using a Unix-like command-line shell.
- Invoke GNU/Linux applications on Windows.
It appears especially suited for BASH: