Node-RED is a node.js app so you can install it by doing npm install node-red --unsafe-perm in a convenient folder. You can also do the usual npm -g install node-red --unsafe-perm to install it globally if you prefer.
It is unlikely that Dave's Pi install script will work because WSL doesn't include systemd I don't think.
My alternate installer simply installs node-red locally as in the first command I gave. But it sets up the folder and some other conveniences for you as well.
In all cases, you need to have installed node.js first and possibly npm install -g build-essentials (not sure about that last, been a while since I installed on WSL.