Issue when I try to run .jar on WSL - Exception in thread "main" java.awt.HeadlessException:

I am facing an issue when I try to run a .jar file from STM, this file is to the system to recognize a driver a USB port. The same problem has happened on Wİndows, but I installed the .exe file and now it is working. On the other hand, when I try to run .jar file I get this:

root@arge10:~/stsw/AllPlatforms# java -jar STLinkUpgrade.jar                                                                                    Exception in thread "main" java.awt.HeadlessException:                                                                                          No X11 DISPLAY variable was set, but this program performed an operation which requires it.                                                             
at java.desktop/java.awt.GraphicsEnvironment.checkHeadless (GraphicsEnvironment.java:208)
at java.desktop/java.awt.Window.<init>(Window.java:548)
at java.desktop/java.awt.Frame.<init>(Frame.java:423)
at java.desktop/java.awt.Frame.<init>(Frame.java:388)
at java.desktop/javax.swing.JFrame.<init>(JFrame.java:180)
at com.st.stlinkupgrade.gui.a.<init>(SourceFile:47)
at com.st.stlinkupgrade.app.b.a(SourceFile:156)
at com.st.stlinkupgrade.app.MainApp.main(SourceFile:16)

Someone has some advice about how could I solve this error? Thank you!