Without trying to re-invent the wheel, this guide is ONLY for people who want to install LateX on Linux OR WSL on Windows.
I will assume you already have WSL installed, but in any case i have put some link on how to install WSL
Open WSL and copy-paste the follow commands:
sudo apt install texlive-latex-recommended
sudo apt install texlive-latex-extra
sudo apt install latexmk
sudo apt-get install texlive-publishers
Some additional Packages can be install from Click Here
On Vscode Install the following packages:
Microsoft has a very simple guide: Click Here
For the adventurous once WSL2 is Here