How do I resolve "No protocol specified, error: can't display: :0."?

have installed ChromeOS Flex on my PC. It runs great, and I have turned on and installed Linux via the Developer menu in Settings. But, I cannot run installed Linux applications. When I open them via the Linux apps folder in the "start menu", they just appear to load forever. If I try to run them via Terminal: sudo su ./rider.sh they just show an error that says:

jase@penguin:/mnt/chromeos/MyFiles/Downloads/JetBrains Rider-2023.1.2/bin$ sudo sh ./rider.sh
No protocol specified
Error: Can't open display: :0

And it doesn't matter which Linux app I try to run, they all display the same error. How can this be resolved? I've spent a day or two researching this error and not a single thing I've tried has resolved the issue. I can't even remember everything I've tried. One of the things suggested was: xhost + But that didn't work either.