Hi-there Mickey. There are a few things that would be helpful to know:

1. Were you able to try the command from the reply to your previous comment? There may be a firewall rule that is blocking access to the display server.

2. Were you able to copy and paste each command into powershell / wsl in order? The steps are written in a way so that you can paste each command into powershell / wsl from top to bottom.

3. When you say "I placed the start_desktop.sh script in my home folder in the wsl and when executing from there - nothing happens." What is the file path? The file path should be either /mnt/c/users/your-username/ .ubuntu/scripts/start_desktop.sh in wsl or c:\users\your-username\.ubuntu\scripts\start_desktop.sh in powershell.