If you run htop from inside of your container how much system memory does it say it has? Maybe docker is limiting the amount of RAM available to your container which is why the error is telling you it can’t allocate RAM. You may also want to increase the default amount of shared memory available when you launch your container. I don’t think this is currently causing your error, but you’ll probably run into issues at some point. Below is an example, however, you probably don’t need 24G, a smaller number, maybe 4G or less would be fine.
In general getting up and running on windows is likely going to be more challenging than linux.
Did you roughly follow this guide? Platform: Windows 10 using WSL2 w/GPU
You can try running docker stats from your terminal to see how much memory your container is using and what its limit is.