When I run FileZilla in Ubuntu terminal on Windows 10 I get this Error: Unable to initialize GTK+, is DISPLAY set properly?

I am trying to upload some files from my desktop to my DigitalOcean droplet account, but in order to transfer the files I needed to install FileZilla to make the file transfer. After I installed the app on my Ubuntu 20.04 terminal in Windows 10 and run the command filezilla to launch the app it throws this error

Unable to init server: Could not connect: Connection refused ,14:44:20: 
Error: Unable to initialize GTK+, is DISPLAY set properly?

I know similar questions have been asked here, but I have tried all those solutions which didn't help in my case.