WSL - download to Windows

In the process of installing Docker on WSL, instructions say download a DEB package:
 Open WSL terminal
 Create a temporary download directory in Ubuntu, copy the DEB package from Windows to Ubuntu, install: 

mkdir ~/docker_deb
cd ~/docker_deb
cp /mnt/c/Users/arthu/Downloads/docker*.deb . 
sudo dpkg -i ./docker*.deb

(if necessary) fix any dependency and install again:

sudo apt-get install -f
sudo dpkg -i ./docker*.deb