Run GUI application in WSL (Windows Subsystem for Linux)

It's really simple now in 2020. Here I'm running Ubuntu 18.04 on WSL in Windows 10.

1. First of all you need a display to show your application. So install any X Server in windows - XMing, VcXsrv, XManager etc. I used VcXsrv which is free and a fork or XMing. Run it with these settings: Multiple Windows, Display Number -1, Start no client

2. In WSL, export DISPLAY=:0

3. Install your GUI application in WSL (e.g. sudo apt-get install x11-apps )

You are done