Installing the Windows Subsystem for Linux is a lot easier then it used to be.
Simply run Powershell as administrator

wsl --install

Reboot the computer after it finishes installing.
Installing Linux GUI applications seems fairly easy on WSL 2. Main requirement is to have the graphics driver installed and the WSL being on version 2.
https://docs.microsoft.com/en-us/windows/wsl/tutorials/gui-apps
You can list WSL versions by running
wsl --list --verbose
Error when trying to ping
ping: socket: Operation not permitted
Looks like it is a permissions issue. To resolve it, find where your ping binary is and change the permissions on it
sudo chmod 4711 /usr/bin/ping
Example:
$ which ping
/usr/bin/ping
$ sudo chmod 4711 /usr/bin/ping
$ ping incredigeek.com