If you have standard WSL2 Ubuntu then you will be able to install docker compose version ~ 1.25. This is not enough for newer scripts.
It is necessary to do following steps:
mkdir -p ~/.docker/cli-plugins/
curl -SL https://github.com/docker/compose/releases/download/v2.2.3/docker-compose-linux-x86_64 -o ~/.docker/cli-plugins/docker-compose
chmod +x ~/.docker/cli-plugins/docker-compose
And you are there :)
docker compose version