Try changing <distro> in the code to the distribution name which is either focal for 20.04 or bionic for 18.04.

Ubuntu 20.04:

cat << EOF > /etc/apt/sources.list.d/wsl-transdebian.list

deb https://arkane-systems.github.io/wsl-transdebian/apt/ focal main

deb-src https://arkane-systems.github.io/wsl-transdebian/apt/ focal main

EOF

Ubuntu 18.04:

cat << EOF > /etc/apt/sources.list.d/wsl-transdebian.list

deb https://arkane-systems.github.io/wsl-transdebian/apt/ bionic main

deb-src https://arkane-systems.github.io/wsl-transdebian/apt/ bionic main

EOF