Note
If you want to use Wayland in WSLg in a simpler setup, you can try the WSLg (Wayland) tutorial.
In this tutorial, we will setup GUI in WSL2. No additional software outside WSL (like VcXsrv or GWSL) is required. You will find this tutorial very similar to the one that replaces Xorg with Xvnc. Indeed, it's pretty much the same tutorial, with some few changes.
The key component we need to install is the desktop metapackage you want (GNOME, KDE, Xfce, Budgie, etc), and after that, replace the default Xorg by a script that calls Xwayland instead.
For this setup, I will use Ubuntu 24.04, and install GNOME Desktop. Unfortunately older versions of Ubuntu lack some fundamental things, so we cannot reproduce it in older versions (at least not fully). Since the key components aren't bound to Ubuntu or GNOME, you can use your favorite distro and GUI. Check the [Sample screenshot