How to setup fonts in Linux subsystem?

TLDR; You need to install windows host and configure Powerline fonts bash gui properties.

found info here

you actually need to install these fonts in Windows and set the console host font to one of them.

Next open bash and click the icon in the upper left corner and select Properties. Change to the Font tab and select one of the patched fonts you just installed. They will all say "for Powerline" so just pick one of those.