After installing it https://download.gnome.org/binaries/win32/meld/ I had to tell Git to use Meld:
git config --global merge.tool meld
git config --global diff.tool meld
The last command tells Git where it can find Meld and depends on whether you are using Cygwin or Git for Windows:
Git for Windows:
git config --global mergetool.meld.path 'C:\Program Files (x86)\Meld\Meld.exe'
Cygwin:
git config --global mergetool.meld.path '/cygdrive/c/Program Files (x86)/Meld/Meld.exe'
And that seems to work. Both merging and diffing with "git difftool" or "git mergetool"
Based on https://gist.github.com/kjlubick/5a49a3ae5f39ae359997
set up an xserver on windows
set up .bashrc to export the display to the windows xserver
install meld in the WSL
Then the Linux meld UI should be able to open up