Should you want to use Microsoft Windows Services for UNIX (SFU) within Windows XP or Windows Server 2003, you need SFU 3.5, which you will currently (October 2019) find either in the Internet Archive as an ISO image or at Microsoft as setup executables.
Addendum:
The Subsystem for UNIX-Based Applications (SUA), which works with Windows 7, is also available at Microsoft, as well as SUA for Windows Vista.
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