To install SteamOS, double click the icon labeled "Wipe Device & Install SteamOS." You'll get a pop up warning you that this ...

To exit the Linux desktop, just log out of it like you would on a normal PC—you'll close it completely and go back to Chrome OS (after which you can run sudo startxfce4 again to go back).

4] Install and configure Kali Linux Once you click on Connect, a VM window will launch, prompting you to start configuring Kali Linux. Click on Start to begin the process.

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.