WSL will not automatically mount peripherals such as mobile hard disks, U disks, etc., you need to manually mount them before you can access:
mount
sudo mount -t drvfs X: /mnt/x/
Uninstall, to achieve normal ejection of mobile hard disk/U disk
sudo umount /mnt/x/
Set up a soft link: All data is stored in the mobile hard disk, and a soft link is set directly in the root directory for easy access:
ln -s /mnt/x/filename .