I work for the company, mostly use a Mac, sometimes use X11, and started laughing when I read X11 server on WSL/Linux on Windows. Things have come a long way. I don't know if there is X11 support, but when I have some time later this week, I am going to look based off this question and see. I'm having visions of Hummingbird Exceed from back in the day at the moment.
I'm not being flip, I'm actually curious as well and will try figuring out when I have a spare few moments.
The free version of Xming does not implement several things properly. Not sure which but some applications haven't run properly. There is a charityware version but I can't find my license for it.
MobaXterm is another free version, It's a term emulator with an X11 server, but you can just turn it on and ignore the term. It runs all the applications Ive found that the free Xming cant.
Just export $DISPLAY to :0 (AFAIK) and you're all set.