Instruciton for WSL dist: Ubuntu 20.04 LTS
install packages
sudo apt update && sudo apt -y upgrade
sudo apt-get install -y xfce4 xrdp
sudo nano /etc/xrdp/startwm.sh
replace last two line:
...
#test -x /etc/X11/Xsession && exec /etc/X11/Xsession
#exec /bin/sh /etc/X11/Xsession
startxfce4
edit configs
sudo cp /etc/xrdp/xrdp.ini /etc/xrdp/xrdp.ini.bak
sudo sed -i 's/3389/3390/g' /etc/xrdp/xrdp.ini
sudo sed -i 's/max_bpp=32/#max_bpp=32\nmax_bpp=128/g' /etc/xrdp/xrdp.ini
sudo sed -i 's/xserverbpp=24/#xserverbpp=24\nxserverbpp=128/g' /etc/xrdp/xrdp.ini
sudo /etc/init.d/xrdp start
and restart xrdp
sudo service xrdp restart
then run RDP of WindowsOS and connect to localhost:3390
sudo apt-get purge xfconf xfce4-utils xfwm4 xfce4-session xfdesktop4 exo-utils xfce4-panel xfce4-terminal thunar
Settings manual 11 Themes to Make Xfce Look Modern and Beautiful