Since it took me quite some time to set up FestVox on Ubuntu on WSL2, I decided to summarize what works

festvox_on_ubuntu.sh

# I tested this in a cleanly installed Ubuntu on WSL2
sudo apt-get upgrade
sudo apt-get update
sudo apt-get install build-essential
sudo apt-get install libncurses5-dev libncursesw5-dev

# Edinburgh Speech Tools 2.5
# The folder name MUST be speech_tools/
curl http://festvox.org/packed/festival/2.5/speech_tools-2.5.0-release.tar.gz -o speech_tools.tar.gz
tar -xvf speech_tools.tar.gz
cd speech_tools
./configure && make
cd ..

# Festival 2.5
curl http://festvox.org/packed/festival/2.5/festival-2.5.0-release.tar.gz -o festival.tar.gz
tar -xvf festival.tar.gz
cd festival
./configure && make
cd ..

# FestVox 2.7
curl http://festvox.org/festvox-2.7/festvox-2.7.0-release.tar.gz -o festvox.tar.gz
tar -xvf festvox.tar.gz
cd festvox
./configure && make
cd ..