Wine already does run on Windows (not well), no WSL needed. Some users already use it to play old games that only run on Win 98 for example.
(Are you referring to the use of software like Colinux and Andlinux? Those only worked on 32-bit systems last time I checked...)
Here's an admittedly very old article by Dan Kegel on how to compile it on Windows: http://www.kegel.com/wine/wow.html
But yeah, I don't think it's explicitly supported since it's not their target market :) Codeweavers' focus is running Windows apps on Mac and Linux (Crossover - go support them! https://www.codeweavers.com/)
Edit: It looks like they completely dropped support for it as I can't find any of the old articles anymore; Seems it only supports mingw setup now. https://wiki.winehq.org/Cygwin_and_More
PlayOnLinux is a Wine wrapper which has preset configurations (best known working wine version and dll overrides) for a ton of popular games/software. Think of it like a virtualenv on steroids.