Kali Linux is now available to be installed directly on Windows 10, downloadable from the Windows store, for free!
Until now, those who needed to run Kali Linux would either dual-boot, boot from a Live CD, or run Kali in a virtual machine. Now you can download and install Kali from the Windows 10 app store.
To do so you will first need to install the Linux Subsystem for Windows. Then go to the Windows App Store and get Kali by clicking on the [Get] button.
If you need to use X-Windows on your Kali installation things are a little more difficult. Here's a video that walks you through setting up xfce4 on Kali through a remote desktop...