This blog post explains one technique that you can use in Windows Subsystem for Linux (WSL) to launch Windows features supported by the Windows Run dialog and the Windows console that WSL shells cannot launch by default.
The Windows Run dialog and the Windows console (cmd.exe) can launch Windows components that WSL shells apparently cannot. For example, you can enter the following into the Run dialog to access Mouse properties:
ms-settings:mousetouchpad
In the console and in WSL shells, you can achieve the same by prepending explorer.exe:
explorer.exe ms-settings:mousetouchpad
The Windows console also provides a start command that does not seem to be available from the Bash shell, but Microsoft seems to be replacing that start command with explorer.exe.
In both the Run dialog and the console, you can use this command without explorer.exe to access Display properties:
desk.cpl
For me, this fails on WSL with an error message such as the following:
/mnt/c/Windows/system32/desk.cpl: Invalid argument
Prepending explorer.exe opens Windows Explorer rather than Display properties.
You can address this buy prepending cmd.exe /c.
cmd.exe /c desk.cpl

The error message seems irrelevant. In a script, in case the command could generate other error messages, I would change to a directory that does not generate the error rather than redirecting standard error.
Here are the .cpl files that I could find and what I think they do:
Firewall.cpl | Windows Defender Firewall |
TabletPC.cpl | N/A |
appwiz.cpl | Programs and Features |
bthprops.cpl | N/A |
desk.cpl | Display Properties (Desktop) |
hdwwiz.cpl | Device Manager |
inetcpl.cpl | Internet Properties |
intl.cpl | Region (Internationalization) |
irprops.cpl | N/A |
joy.cpl | Joystocks/Game Controllers |
main.cpl | Mouse Properties |
mmsys.cpl | Sound |
ncpa.cpl | Network Connections |
powercfg.cpl | Power Options |
sysdm.cpl | System Properties |
telephon.cpl | Location Information (Phone) |
timedate.cpl | Date and Time |
wscui.cpl | Security and Maintenance |
FlashPlayerCPLApp.cpl | Flash Player Settings Manager |
I intend to update an existing script that I use to access windows features to incorporate these functions..
There may be better ways.