If you activate the WSL Windows feature, images and config will reside under %userprofile%\AppData\Local\Packages
Some simple powershell commands for managing WSL
List images
wsl -l -v
Uninstall an image:
wsl --unregister kali-rolling
Backup your image:
wsl --export <distro> <filename.tar>
Import your image:
wsl --import <distro> <install location> <filename>
Upgrade WSL version:
wsl --set-version <distro name> 2
Stop WSL:
wsl --shutdown
Kali Linux specific tip:
Run Kali in a nice desktop experience https://www.kali.org/docs/wsl/win-kex/