GLFW WSl2: Display Environment Variable missing

Question

I've installed WSL2 on Windows 10 along with GLFW. When I try to run the default GLFW example program, I run into the following error X11: The DISPLAY environment variable is missing. I build the program using this command-line:

g++ main.cpp -lglfw -lGL -o main

Program:

#include <stdio.h>
#include <iostream>
#include <GLFW/glfw3.h>


static void glfwError(int /*id*/, const char* description)
{
    std::cerr << description << '\n';
    exit(0);
}

int main(void)
{
    GLFWwindow* window;
    glfwSetErrorCallback(&glfwError);

    /* Initialize the library */
    if (!glfwInit())
        return -1;

    /* Create a windowed mode window and its OpenGL context */
    window = glfwCreateWindow(640, 480, "Hello World", NULL, NULL);
    if (!window)
    {
        glfwTerminate();
        return -1;
    }

    /* Make the window's context current */
    glfwMakeContextCurrent(window);

    /* Loop until the user closes the window */
    while (!glfwWindowShouldClose(window))
    {
        /* Render here */
        glClear(GL_COLOR_BUFFER_BIT);

        /* Swap front and back buffers */
        glfwSwapBuffers(window);

        /* Poll for and process events */
        glfwPollEvents();
    }

    glfwTerminate();
    return 0;
}

How can I fix this issue?