First, install cygwin/x.
If no mirror are found, google 'cygwin/x mirrors' and you shall find many.
Make sure xorg is always installed.
Then, open "XWin server" file location from start menu,
add -- -listen tcp to the end of target.
Inside wsl, copy /mnt/c/cygwin64/home/${YOUR_USERNAME_HERE}/.Xauthority to ~/,
and then add export DISPLAY=:0 to ~/.bashrc.
Then restart your bash by exec bash or run source ~/.bashrc to read in the configurations.
Run sudo apt install -y x11-apps to install x11 apps like xclock, xeyes and etc,
then run xclock/xeyes or any GUI application.
It shall work fine now.