The easiest way to run GUI apps on Windows Subsystem for Linux

To Install WSL (Windows Subsystem for Linux)

1). Turn Windows features on or off
2). Enable Windows Subsystem for Linux
3). Restart Computer
4). Launch Microsoft Store
5). Search for Ubuntu
6). Select Ubuntu 18.04 under Apps
7). Click Get
8). Launch Ubuntu and wait for install

To enable GUI mode in Ubuntu 

Set username and password

Run the following Commands:

sudo apt-get update -y
sudo apt-get install ubuntu-desktop -y
sudo apt-get install xfce4 xorg xrdp -y
sudo sed -i 's/port=3389/port=3390/g' /etc/xrdp/xrdp.ini

Create and modify .xsession

cd /home/user/
sudo vim .xsession

Add text:

gnome-session --session=ubuntu-2d

Save and exit vi

sudo chmod 755 .xsession
sudo systemctl enable xrdp

You will need a second account on Ubuntu (Give password as "password")

sudo adduser remote
sudo usermod -aG sudo remote

Modify startwm.sh

cd /etc/xrdp
sudo chmod 777 startwm.sh
vim startwm.sh

Comment out the bottom two lines

#test -x /etc/X11/Xsession && exec /etc/X11/Xsession
#exec /bin/sh /etc/X11/Xsession

Add text:

startxfce4

Save and exit vi

exit

In Windows, restart Ubuntu and run:

sudo /etc/init.d/xrdp start

In Windows run mstsc.exe
Computer: 127.0.0.1:3390
Leave username blank
Connect

Session: Xorg
username: remote
password: password

When done, close the remote desktop connection
Return to the Ubuntu command line

sudo /etc/init.d/xrdp stop
exit