recompile wsl2 kernel, add modules and CAN modules + can utils.

gistfile1.txt

mines ubuntu 20.04 based, WSL2

in windows
 wsl --list -v 
 * Ubuntu-20.04    Stopped         2
in wsl
# the old update routine
sudo apt-get update -y
# add tools to build kernel, apologies if i missed anything as i already have a bunch of dev stuff setup
sudo apt-get install -y autoconf  bison build-essential flex libelf-dev libncurses-dev libssl-dev libtool libudev-dev


#get kernel version
uname -r
  5.10.16.3-microsoft-standard-WSL2

# get matching version, this is mine
wget https://github.com/microsoft/WSL2-Linux-Kernel/archive/refs/tags/linux-msft-wsl-5.10.16.3.tar.gz

#extract it (change to your kernel version)
tar -xf linux-msft-wsl-5.10.16.3.tar.gz

# build linux/modules

# change to the folder tar extracted too, yours might be different, i usually set a link from WSL-Linux-Kernel to the current
cd  WSL2-Linux-Kernel-linux-msft-wsl-5.10.16.3/
cat /proc/config.gz | gunzip > .config
make prepare modules_prepare -j $(expr $(nproc) - 1)

# select vcan and can subsystems here
make menuconfig -j $(expr $(nproc) - 1)
make modules -j $(expr $(nproc) - 1)
sudo make modules_install
make -j $(expr $(nproc) - 1)
sudo make install

# copy it to windows drive
cp vmlinux /mnt/c/Users/<yourwindowsloginname>/

#create this file, change /<yourwindowsloginname> to your windows users directory name
vi /mnt/c/Users/<yourwindowsloginname>/.wslconfig

#with these contents
[wsl2]
kernel=C:\\Users\\<yourwindowsloginname>\\vmlinux

# exit wsl
exit
in windows
rem reboot wsl entirely
wsl --shutdown

rem restart wsl
wsl
in wsl
sudo modprobe vcan
#if it fails, check dmesg as kernel messages are limited  back to modprobe and its terse

sudo ip link add dev vcan0 type vcan
sudo ip link set up vcan0

# add can-utils
sudo apt install can-utils

#add can_raw 
sudo modprobe can_raw

#do something with it
candump  -c -c -ta vcan0

Missing : sudo apt install dwarves

Missing : sudo apt install dwarves

same here. Just install dwarves.
Thanks @charlie-x