I am not sure, but it seems that sudo is not installed by default on Arch Linux and your user gwen is not in the sudoers group.

You could try:

1. Exit WSL completely

2. Open Windows Command Prompt and run: `wsl -u root`

3. This will log you back as root

4. Then run bash

pacman -S sudo

usermod -aG wheel gwen

5. Exit and restart WSL, after that I Hope gwen should be able to use sudo

Alternative: you could also set a root password with `passwd` while you are root.