sudo apt install xorg
export WSL_HOST=$(tail -1 /etc/resolv.conf | cut -f2 -d' ')
export DISPLAY=$WSL_HOST:0.0
export LIBGL_ALWAYS_REDIRECT=1
Make sure to run source ~/.bashrc
OR reopen your terminal.
Install Vcxsrv (https://sourceforge.net/projects/vcxsrv/) for Windows.
Then try to run a GUI application, for example xclock
. That's it!