Hello @Priscillar_Wenyika have you gone through the steps to set up WSL itself? Assuming you have, can you try pip uninstall wget or if that doesn't work pip uninstall wget-3.2 then sudo apt install wget. Normally you would use the apt package manager to install a package like wget on Linux. Pip install wget most likely installed a Python library for using wget. I am assuming that if you setup WSL correctly it works the same way, but I have never used WSL myself, so I apologize if I don't understand some things.
That being said, I do not understand why the conda install didn't work, so it is also possible there is something wrong with your WSL or your conda install. Instructions for installing and setting up WSL may be found here.