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Since your question is asked before WSL2 release, So I assume you were using WSL1, for WSL1 you can access WSL1 MySQL directly from windows, but you were access in a wrong way, in the NetWork type, you should choose MariaDb or MySQL(TCP/IP) instead of MySQL (SSH Tunnel)

对于WSL2，请检查 WSL github问题，保存@edwindijas的powershell脚本并执行由管理员执行，您可能仍然无法访问MySQL，并获得access denied for user ... <you-computer-name>.mshome.net，您需要允许该用户从此host访问它，比方说root，您需要在mysql cli中执行此操作:

For WSL2 check this WSL github issue, save @edwindijas's powershell script and execute it by administrator, you may still can not access MySQL , and got access denied for user ... <you-computer-name>.mshome.net, you need to allow this user access it from this host, let's say root, you need execute this in mysql cli:

GRANT ALL PRIVILEGES ON *.* TO 'root'@'%<you-computer-name>.mshome.net' IDENTIFIED BY '<password>';

或允许root用户从任何主机访问WSL2 MySQL:

Or allow root user access WSL2 MySQL from any host:

GRANT ALL PRIVILEGES ON *.* TO 'root'@'%' IDENTIFIED BY 'password';