Well that's just it. You don't need to change the shell, since one of the features of this is that you can run bash commands from the dos command prompt, using the "bash -c yourlinuxcommandhere", and have the output in the command prompt. Example attached below:
The way Windows is mixing and matching Windows and Linux together here is kind of exciting. I haven't gone off the deep end, and tried the whole xming x-server for windows, to try and run the graphical linux apps, which some folks have done, with limited success, so I don't know of code blocks for linux is one of those apps that don't run afoul of linux subsystem restrictions or not.
Meh. never mind. Tried using different commands like sudo apt-get update, and it just lists help text instead of running. It would've been nice, but no dice.