First, install VcXsrv from from vcxsrv on

Install to and launch from Desktop Icon. Follow wizard, in Extra settings, check Disable access control: (otherwise you will get Permission Denied errors)

Image for a hint

To autoselect this setting, we recommend to save configuration:

Image for a hint

In WSL 2 Terminal export DISPLAY:

export DISPLAY=$(awk '/nameserver / {print $2; exit}' /etc/resolv.conf 2>/dev/null):0 # in WSL 2

you might want to add this to .bashrc file