To install CDO (Climate Data Operators) on Windows Subsystem for Linux (WSL), first ensure that you have WSL set up with a Linux distribution like Ubuntu. Open your WSL terminal and update the package list with sudo apt update. Then, install CDO by executing sudo apt-get install cdo. This command will fetch and install CDO along with its dependencies. After the installation is complete, you can verify it by typing cdo --version to check the version and ensure everything is functioning correctly.