WSL adds some complexity to the X11 installation, so I thought this might be heading in that directions. While other Ubuntu and Linux variations usually come with an X server built in, WSL doesn't quite yet. WSL comes in two versions - version 1 and version 2. Version 1 is easier to get going, but version 2 is a bit faster and also should work.

For an X server, you can use VcXsrv, mobaXterm, XWin32 and a few others. You need to start whichever XServer you use before you call the AFNI GUI or other X11 programs. With the more recent version 2 of WSL, the display occurs over a virtual network bridge on your own computer, and you have to set the DISPLAY variable.

export DISPLAY="$(/sbin/ip route | awk '/default/ { print $3 }'):0"

You can test with that just on the command line, but put that in your .bashrc file for long term use.

Note the developer version of WSL doesn't require any of this because it includes an X server. Unfortunately, it is very buggy and slow so far, and I can't recommend it yet. There are a few more details in this previous post:

[afni.nimh.nih.gov]