Some distros are available only via GitHub releases. They were implemented using (a very thin C99) OS-agnostic wrapper called WSLDL. ATM, we have Alpine, Arch, Artix, CentOS, Void (glibc & musllibc) available: https://github.com/yuk7/wsldl#install-with-prebuilt-rootfs.
Navigate to one of those repos, fetch latest release build (zip) e.g. CentOS-7.5.1804.zip at https://github.com/fbigun/WSL-Distro-Rootfs/releases/tag/v0.0.1. After that extract the zip, execute CentOS.exe. That will register the OS with WSL which is normally already in PATH — subsequently type centos[enter] form cmd/powershell. To unregister the installed OS; wslconfig /u centos from cmd/pwsh.