Sorry for the delay.
The documentation that you are referring to build Intel-MKL optimized NumPy and SciPy packages is an outdated one. Intel is currently including Intel MKL optimized packages along with Intel Distribution for Python.
Additionally, the pre-built packages of Intel MKL optimized NumPy and SciPy are available to use through pip and conda channels. You could install the latest versions of these packages with pip/conda package manager if you have either of them installed. Please find the instructions along with installation commands in the below links. Kindly note that if you have any other version of NumPy or SciPy installed, remove those first before installing.
Alternatively, you could also get these packages along with other Intel optimized python packages by downloading and installing the standalone Intel Distribution for Python (Linux version since you're using WSL) from the below link:
You can opt for either an online or offline mode of the install as per your choice. Once installed, you need to run the following commands to set the environment variables so that WSL loads Intel Python instead of the native Python automatically.
echo 'source ~/intel/oneapi/setvars.sh' >> ~/.bashrc
All the above-mentioned options are available free of cost.
If this resolves your issue, make sure to accept this as a solution. This would help others with a similar issue.
Jyothis V James