While Jaime's answer is perfect, somehow the /tmp folder is not recreated when launcher.exe is used for installing the tar ball (I am specifically talking about moving the WSL installation from one machine to another).
So one must create /tmp and assign required rights.
The one approach that worked for me is:
https://www.cyberciti.biz/faq/mysqld-innodb-error-unable-to-create-temporary-file/
# chown root:root /tmp
# chmod 1777 /tmp
## test it ##
# /etc/init.d/mysqld start
