If you run WSLg, you can potentially use the PPA (Ubuntu 21.04 or 20.10 may work).

sudo add-apt-repository ppa:thiefmd/thiefmd
sudo apt-get update
sudo apt-get install com.github.kmwallio.thiefmd

At the moment, webkit2gtk is not available on Windows, so direct compilation isn't available.

It might be possible on a future windows build to remove the built-in browser and instead have a web server hosting the preview. Then just use the user's web browser.