Add windows guide to nano overview (#4599)

* Add windows guide to nano overview

* add source cmmd

docs/readthedocs/source/doc/Nano/Overview/nano.md

@@ -7,6 +7,8 @@ BigDL Nano is a python package to transparently accelerate PyTorch and TensorFlo
 ---
 ## **2. Install**
 
+Note: For windows Users, we recommend using Windows Subsystem for Linux 2 (WSL2) to run BigDL-Nano. Please refer [here](./windows_guide.md) for instructions.
+
 BigDL-Nano can be installed using pip and we recommend installing BigDL-Nano in a conda environment.
 
 For PyTorch Users, you can install bigdl-nano along with some dependencies specific to PyTorch using the following command.

docs/readthedocs/source/doc/Nano/Overview/windows_guide.md

@@ -0,0 +1,53 @@
+# Windows User Guide (WSL2)
+
+## Step 1: Install WSL2
+
+For Windows, we recommend using Windows Subsystem for Linux 2 (WSL2) to run BigDL-Nano. 
+
+To install WSL2, you can now install everything you need by entering this command in an administrator PowerShell or Windows Command Prompt and then restarting your machine.  
+
+```powershell
+wsl --install
+```
+
+By default, this command should install the latest required components for WSL2 and install Ubuntu as default distribution for you. 
+
+To run this command, you must be running Windows 10 version 2004 and higher (Build 19041 and higher) or Windows 11. If you're running an older build, or just prefer not to use the install command and would like step-by-step directions, see WSL manual installation steps for older versions.
+
+To learn more about installation of WSL2, please Follow [this guide](https://docs.microsoft.com/en-us/windows/wsl/install-win10). 
+
+## Step 2: Install conda in WSL2
+
+ Start a new WSL2 window and setup the user information. Then download and install the conda. 
+ 
+```bash
+wget https://repo.continuum.io/miniconda/Miniconda3-4.5.4-Linux-x86_64.sh
+chmod +x Miniconda3-4.5.4-Linux-x86_64.sh
+./Miniconda3-4.5.4-Linux-x86_64.sh
+```
+
+## Step 3: Create a BigDL-Nano env 
+
+Use conda to create a new environment. For example, use `bigdl-nano` as the new environemnt name: 
+
+```bash
+conda create -n bigdl-nano
+conda activate bigdl-nano
+```
+
+
+## Step 4: Install BigDL Nano from Pypi
+
+You can install BigDL nano from Pypi with `pip`. Specifically, for PyTroch extensions, please run:
+
+```
+pip install bigdl-nano[pytorch]
+source bigdl-nano-init
+```
+
+For Tensorflow:
+
+```
+pip install bigdl-nano[tensorflow]
+source bigdl-nano-init
+```