Why not just use a Windows build of Emacs?
I haven’t used Windows in years, but when I did, the official Windows build worked great for me. It didn’t (doesn’t?) have an installer, and had to be added to my PATH by hand, but it only took 2 seconds, and was simpler than the process in the article.
Because, as far as I understand, the Windows subsystem for Linux has a separate view of the file system, and accessing files across subsystems is not expected to work. So, if you want to edit WSL files, your editor needs to run under WSL.
Wow, that’s an unfortunate limitation, but it does explain the need for a WSL based Emacs.
Prebuilt versions of Emacs under WSL work just fine, so don’t be put off by the fact the OP is having trouble building a bleeding edge version of Emacs.
You can get Emacs 25 and install it without any issues using apt. I’ve not run into any serious limitations using it on WSL (including using it with Xming or VcSrv).
I think I’d got around the exec-shield issue by temporarily disabling it with the echo 0 trick described here. You can renable it immediately after the dump or restart your WSL session.