Start wsl and create a directory that is accessible from windows, then change there:
cd /mnt/c/Users/<username>
mkdir pico-sdk
cd pico-sdk
Clone the master branch from the sdk repo and initialize die submodules:
git clone -b master https://github.com/raspberrypi/pico-sdk.git
cd pico-sdk
git submodule update --init
Go back one directory and clone the examples repo:
cd ..
git clone -b master https://github.com/raspberrypi/pico-examples.git
Update your apt repositories
sudo apt update
And install the tools:
sudo apt install gcc-arm-none-eabi libnewlib-arm-none-eabi build-essential libssl-dev tk python3-tk
My cmake installation was ok, but it may need to have cmake built from sources if cmake is too old!
Clone the pico-project generator from github
git clone -b master https://github.com/raspberrypi/pico-project-generator.git
Move into project generator and create a project
cd ./pico-project-generator
Register the path to the pico-sdk
export PICO_SDK_PATH="/mnt/c/Users/juan/pico-sdk/pico-sdk"
run the project-generator with a GUI (this requires a running XServer for X11 fowrwarding)
running the GUI this is not stricktly necessary since you can use the command line version of the application
export DISPLAY=127.0.0.1:0
./pico_project --GUI
Or run from cli:
./pico-examples --usart --usb