Howdy-
Yes, using WSL 1 is necessary for a Windows OS of that version number.
What is the output of the following if you copy+paste the following funny command into a WSL terminal:
grep -E 'DISPLAY|BRIDGE' ~/.*rc
(That is to check sure that step #4 here has been done:
[
afni.nimh.nih.gov])
Secondly, have you installed the VcxSvr, as described in step #1 of the above link, and have you also started it running before opening your terminal?
--pt