Before installing these tools, make sure to add an exception for the Kali Linux folder in your anti-virus software otherwise a sizable percentage of these tools will be prevented from installing by the anti-virus.
Kali Linux contains hundreds of different tools in their package library, however, the Kali Linux for WSL install is just the basic system, it is up to you to install the tools you want or need. A full list of the available tools is available at Kali Linux Tools Listing.
Luckily, you do not have all to the tools individually, the Kali Linux team makes metapackages available which allows you to install groups of tools for specific function using a single command. The list of metapackages and what they are for is available at Kali Metapackages.
The command to install all the tools is simply:
sudo apt-get install kali-linux-default
This will download about 2GB of data so it can take some time depending on your internet connection and the install process can take just as long so set aside about an hour for everything to install. The final install will use about 7GB on your drive.