First on Windows
Install XMing (or VcXsrc).
Turn off Windows Defender Firewall under Public network settings.

Start XMing from Windows PowerShell.
& 'C:\Program Files (x86)\Xming\Xming.exe' -multiwindow -clipboard -ac
The most important option is -ac
because it disables access control. The other two options are optional.
Aside: This is how to stop XMing from Windows PowerShell.
Get-Process -Name XMing | Stop-Process
Then on Linux via WSL 2
Install test GUI applications.
sudo apt-get install x11-apps
Set the DISPLAY variable.
export DISPLAY=$(cat /etc/resolv.conf | grep nameserver | awk '{print $2; exit;}'):0
Run one of the test GUI applications.
xeyes
If that works, install and launch a non-test application (e.g. Firefox).
sudo apt-get install firefox
firefox
Cypress Specific
Start D-Bus
sudo /etc/init.d/dbus start &> /dev/null
Then start Cypress from WSL as you would from Linux normally.
If you see the following warnings or errors, it is okay to ignore them. Find the X-Server windows and maximize it. Cypress is probably working.
[2489:0630/153138.508735:ERROR:bus.cc(393)] Failed to connect to the bus: Could not parse server address: Unknown address type (examples of valid types are "tcp" and on UNIX "unix")