Install Ubuntu desktop under wsl2 is easy, just type the following command is enough:

sudo apt-get install ubuntu-desktop

When install is finished, shutdown the wsl service from windows cmd:

wsl --shutdown

Then you can launch the wsl instance again, and start dbus service:

sudo /etc/init.d/dbus start

Ubuntu desktop can be treated as a X11 client, you need run a x11 server in windows. VcXsrv is not a bad choice. It's free and open source.

After install VcXsrv, it will create a XLaunch shortcut on the desktop:

Double click it, you can select how to show the window:

and how to start client:

select Disable access control in Extra settings page so that Ubuntu desktop can connect to:

You will see a blank window opened:

The title contains the x11 server address: xybpc:3.0. xybpc should be replaced by the ip address which can be accessed from WSL. There are multiple ways to get the ip address. You can type cat /etc/resolv.conf to get the ip address of the nameserver:

Or type ipconfig in windows cmd to get the ip address of the WSL:

Now, in WSL, type the following command to start GNome shell:

gnome-shell -d --x11

You should see the Ubuntu desktop now: