Installing Docker in Windows10 Ubuntu distribution

I am using Docker for Windows. I am trying to run an open source project. But I have problem running some of its preliminary installation steps such as “sudo ./docker.sh” etc. in Docker-for-Windows.

Since I just discovered there is a Ubuntu for Windows distribution available in the app store and have installed it my Win10pro. A simple question:

Is it recommend that I can install Docker within this Ubuntu for Windows distribution environment?

I want to follow the official installation guide outlined in the project. It said the docker built instructions are primary for Mac & Linux users but should support other OS that support Docker.
I thought Docker is platform independent. But clearly “sudo” is not a command that I can use in Docker-for-Windows.

Any advise?