How to use dd on WSL?

This is a category error in usage. dd doesn't work with directories, it works with files. The files can be device files (like /dev/sda or /dev/urandom on Linux), or regular files (like echo foo >> myfile.txt). What you're trying to pass is a directory in a mounted filesystem.

Unfortunately, WSL doesn't seem to support accessing your block device files (i.e. it doesn't have /dev). You can follow this feature request on their issue tracker to see when they will add support.

As @asad-saeeduddin has said, WSL doesn't have block level access, but that doesn't mean that you can't use dd on Windows!

I've found out that dd is part of the set of tools that are installed along with Git for Windows. After install you can find it in C:\Program Files\Git\usr\bin\dd.exe

The Windows equivalent to /dev/sda is \.\PHYSICALDRIVE0 and you can find the proper IDs for your local machine's devices with this command (also returns the sector sizes):

Get-WmiObject Win32_diskdrive | select Caption,DeviceID,BytesPerSector,InterfaceType,Size