By default Windows Subsystem for Linux doesn't allow to run graphical interface, we have to install a compatible Windows XServer and enable some ports on Windows Defender.
1st step is installing VcXsrv on the Windows machine using default settings.
Using you favorite editor, opne ~/.bashrc, and add at the bottom the following lines:
#installing X11 for WSL export DISPLAY=$(awk '/nameserver / {print $2; exit}' /etc/resolv.conf 2>/dev/null):0 exportLIBGL_ALWAYS_INDIRECT=1
DISPLAY=:0.0
export DISPLAY
Windows defender pop up will appear, asking to allow acces of the computer's network. Click "Allow Acces" after checking the box "Only local networks"
It's mandatory that VcXsrv is started before opening the WSL terminal to avoid graphic issues and bug.
In the first selection if you choose " Multiple Windows" the game will start in fullscreen without any button to exit the game, until it is finished.
If you choose "One Large Window", at the end of VcXsrv'setup will appear a black window with borders in wich will appear the game when it will start. Leave the default value in "Display number".
Then choose the following settings:
An icon will appear in the TaskBar. It means that everything is working correctly.
Even if VcXsrv starts correctly, we must enable its Inbound Rules in Windows Defender.
You need to open Windows Defender Firewall -> Advanced Settings -> Inbound Rules and check if all Rules named VcXsrv windows xserver are active.
Thread with possible solutions to some configuration problems
StackOverlow page with advanced settings in WSL bashrc file for X11
We started here Thanks to: Michael Hirsch, Ph.D.