Open Windows native exe program via xdg-open in WSL

When using man in Linux, many commands list URLs, which in some terminals like gnome-terminal or terminator are clickable.

For example, man ls shows:

Which allows to click on http://www.gnu.org/software/coreutils.

Clicking on it in Gnome terminator under WSL makes it hung.
And shows this output in the terminal that started terminator:

etomort@ES-00002604:/mnt/c/Users/etomort$ /usr/bin/xdg-open: 782: /usr/bin/xdg-open: : Permission denied/usr/bin/xdg-open: 851: /usr/bin/xdg-open: x-www-browser: not found/usr/bin/xdg-open: 851: /usr/bin/xdg-open: firefox: not found/usr/bin/xdg-open: 851: /usr/bin/xdg-open: iceweasel: not found/usr/bin/xdg-open: 851: /usr/bin/xdg-open: seamonkey: not found/usr/bin/xdg-open: 851: /usr/bin/xdg-open: mozilla: not found/usr/bin/xdg-open: 851: /usr/bin/xdg-open: epiphany: not found/usr/bin/xdg-open: 851: /usr/bin/xdg-open: konqueror: not found/usr/bin/xdg-open: 851: /usr/bin/xdg-open: chromium: not found/usr/bin/xdg-open: 851: /usr/bin/xdg-open: chromium-browser: not found/usr/bin/xdg-open: 851: /usr/bin/xdg-open: google-chrome: not found[1]+  Stopped                 terminator  (wd: ~)(wd now: /mnt/c/Users/etomort)[2]   Done                    terminator

Is there a way to make xdg-open in WSL to call a Windows exe program?

Note: this question is related but more specific.
And the only answer is not useful for this purpose.