Hi,
I just had this problem using Ubuntu under WSL 2 connecting to the Ganache windows GUI.
Installing ganache-cli locally worked fine (as hinted by @abcoathup, ta), but still could not connect ‘across’ to the Ganache windows GUI.
Fix for me was to change the network settings from the default loopback interface to the WSL one. I also have to open the correct port up in Windows Firewall.
FWIW I’m on the dev channel of Windows Insider, so my WSL is bang up to date.