WSL commands:

dism.exe /online /enable-feature /featurename:Microsoft-Windows-Subsystem-Linux /all /norestart
      dism.exe /online /enable-feature /featurename:VirtualMachinePlatform /all /norestart
      wsl --set-default-version 2
    

Ubuntu GUI commands:

sudo apt update && sudo apt -y upgrade
      sudo apt-get purge xrdp
      sudo apt install -y xrdp
      sudo apt install -y xfce4
      sudo apt install -y xfce4-goodies
      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
      echo xfce4-session > ~/.xsession
      sudo nano /etc/xrdp/startwm.sh
    

Comment These Lines To:

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

Add These Lines:

XFCE

startxfce4
      sudo /etc/init.d/xrdp start
    

Now in Windows, use Remote Desktop Connection localhost:3390. Then login using your Ubuntu username and password.

Ubuntu WSL2 GUI Install:

WSL 2 install:

Docker for WSL2:

What is WSL?

WSL documentation:

WSL 2 Announcement: