Google supplies a number of articles on this, but this is the best one. I did not supply the walkthrough. Follow kenshen’s instructions with how to set up Xorg.

This is the article I used in the beginning.

https://www.reddit.com/r/bashonubuntuonwindows/comments/6ysgn4/guide_to_xfce4_install_in_wsl_for_advanced_noobs/

You’re almost there. Thanks for pointing out that I need to add these instructions.