I can wrong, but I remember the windows WSL is command terminal only (similar to SSH).
A lot of linux game require you start the X11 (X Window System or Display manager), I don't know is possible start the X11 under WSL, if not, you need a VM with a full linux distro.
When you run the application, don't have any error message?
PS: I looked the game and found a graphic tool for pixel art with that name, they have a windows version too.
Isn't it better that you use the windows binary?