If you want to install Kali Linux on Hyper-V in Windows 11/10, enable Hyper-V Manager and then follow the steps mentioned here.

If you want to use Kali Linux but don't want to boot from it, install Kali Linux in a VirtualBox VM on Windows 11/10 using the steps mentioned earlier.

Kali Linux recently released the Win-KeX desktop environment for WSL 2. Here's a quick guide on how to install it and Kali Linux from scratch and how to upgrade WSL 1 Kali Linux installations.