WSL stands for Windows Subsystem for Linux. Is it even available on EC2?
All the guide I found talks about Windows Desktop, not server.
According to the docs: https://aws.amazon.com/about-aws/whats-new/2018/05/amazon-ec2-now-offers-windows-server-version-1709-and-1803-amis/
You can now use 1803 update with support for WLS.
As of August 2017, WSL is available on Windows Server insider builds.. Although I haven't tried it, I assume you could start a Windows Server 2016 instance and enable Windows Insider updates. The installation guide for installing WSL on Windows Server is here.