I am a huge fan of Windows interface till date even I am a power-user of Linux CLI ( Yes ! We exists ! ) . So, for my kind of user, WSL is a bless without putting huge resource consuming Virtualbox, VMware Player or other full fledged hypervisor.
But, when tried to install Remnux on WSL2, had few errors ( remnux-cli version 1.3.0 ) when tried to install on Ubuntu 18.04 WSL. So, wanted to find other same or easier solution where I can be on windows with other tools installed, and rather going to complete other operating system installed on a vmware player or virtualbox, wanted to work from same terminal by sharing my windows sandboxie folder with the Remnux instance.
So, best way I found is docker. Install Docker Desktop from https://docs.docker.com/docker-for-windows/install/ and login to docker hub from Settings option or Right click on docker icon on tray and sign-in. Also from settings, enable WSL2 integration and follow the procedure described here.
Then open a powershell or command windows and type following ( modify the command as per your need. )
docker run -d --restart unless-stopped -v c:/test:/mnt/test -p 22:22 remnux/remnux-distro
Now on, after every reboot docker will start a Remnux Linux instance automatically on local system and you can access it via SSHing to localhost. Also, if you go to /mnt/test folder inside that instance, you can access your c:\test folder where you are storing active malwares for testing ( don't forgot to exclude that folder on your anti virus software )
This solution working perfectly on my setup. Hope it helps