Windows Subsystem for Linux

Install the below windows feature from UI:

Or, use the below powershell command.
Enable-WindowsOptionalFeature -Online -FeatureName Microsoft-Windows-Subsystem-Linux

store:
Run Linux on Windows

select ubuntu from the range

Install X server to access linux ui on windows.
https://sourceforge.net/projects/vcxsrv/
Now install the specific linux desktop environment on linux to have desktop ui in it first.
For ubuntu install lxde
sudo apt install lxde

After running VCXSrv on windows.Run below on ubuntu console.

export DISPLAY=:0
export LIBGL_ALWAYS_INDIRECT=1

startlxde

Download link: VCXSrv

Reference