These instructions assume that you have completed the steps in the setting up your windows workstationn with WLS. The WLS system does not currently support the Intel Math Kernel Library (MKL). As a result, the BLAS, LAPACK, and ScaLAPACK all need to be installed. These instructions are contained in the Ubuntu for Windows page
fftmpiw.f90:70: Error: Can't open included file 'fftw3.f'The way to resolve this error is by copying our system's version of fftw3.h to the source folder like so
cp /usr/include/fftw3.f .