Finally, I could run Docker on WSL in an easy way: You need first to install and run Docker Engine on Windows and then just create a symbolic link on Ubuntu bash pointing to the Windows executable:
sudo ln -s /mnt/c/Program\ Files/Docker/Docker/resources/bin/docker.exe /usr/bin/docker
This link works because from version Windows 10 Creators Update it’s possible to run Windows executables from Bash. If your Windows version is previous to Windows 10 Creators Update you can try the solution explained in this blog