VcXsrv
VcXsrv is an open-source display server for Microsoft Windows. It enables users of the Windows operating system to run GUI (graphical user interface) programs designed for the X Window System.
Using VcXsrv with WSL
VcXsrv makes it possible to run Linux GUI programs installed with WSL (Windows Subsystem for Linux). In bash for Windows, setting the DISPLAY environment variable allows WSL programs to use the Windows GUI. For instance, if VcXsrv is configured to use display number zero, the command DISPLAY=:0 etr would run the game Extreme Tux Racer. (To install the game, run sudo apt install extremetuxracer on Ubuntu or Debian WSL.)
VcXsrv can be downloaded for free at the VcXsrv Windows X Server SourceForge page. The source code is also mirrored at the VcXsrv code page on GitHub.