As a long-term Linux user, I tried running Ubuntu under the Windows Subsystem for Linux. I works!
I have tried to setup ecryptfs, but this fails complaining that kernel module is missing. Here I don’t know enough about WSL, but it appears to come with a custom kernel.
Can I essily encrypt WSL? If Luks is the answer, how do I enter the passphrase? The boot process is hidden.
For the easy option / question - do you have bitlocker enabled? That’s not enough?
Do you want the encrypted folder to be automatically-unlocked or unlocked with a password
You can build your own Linux kernel for WSL, I haven’t done it and unless that sounds like fun to you that’s not the route I’d go.