WSL (especially WSL version 1) installations prefer the Microsoft Store to function properly, as they install special inside the Windows environment. WSL2 uses a hypervisor layer within Windows to run Linux, but for the most part it utilizes Windows' installation tools and mechanisms on the Microsoft Store to deploy in a way that is compatible. What you've done is a dual boot, NOT installing to the OS like you did. There's a separate app install process.
What you did is a Dual Boot, not a WSL install.
If you did a dual boot like you did, WSL can't access the dualboot. The dual boot is installed directly to disk in partitions and filesystems that Windows will not be able to read - as such, you cannot use WSL to access the Dual Boot.
Dual Boot is also not WSL - it's an actual on-disk installation side by side with Windows as its own entity and not part of Windows or WSL.
If you intend to use Ubuntu then while in a dual boot configuration like this, just use Ubuntu directly and boot to Windows or Ubuntu selectively at your leisure. Ubuntu can access/read information in Windows partitions (if you disable Fast Boot in Windows), but Windows will be unable to read Ubuntu's data.
Microsoft DOES provide manual steps here to install the WSL, though it's still slightly dependent on downloading the items from Microsoft as 'apps' locally without the Store.
The way to do the WSL Manual Installation is with this data from Microsoft - https://docs.microsoft.com/en-us/windows/wsl/install-manual - with the following PowerShell steps (the example uses 16.04 on Microsoft's site, but I will use the 20.04 links):
Download the distro for WSL in Powershell
Invoke-WebRequest -Uri https://aka.ms/wslubuntu2004 -OutFile Ubuntu.appx -UseBasicParsing
Install the distro - it's an appx file so you need to use PowerShell to install it in WSL
This should do the WSL install. Then, you have two more potential steps to do: