Ubuntu 18.04 can't initialize iptables table `nat', how can I fix this?

I am new to WSL, and I am trying to download prax (Rack Proxy Server for Development).

I am using WSL, Ubuntu 18.04 and uname -r -- 4.4.0-19041-Microsoft

I am following the steps, and I get the following error:

Installing Prax firewall rules
iptables v1.6.1: can't initialize iptables table `nat': Table does not exist (do you need to insmod?) Perhaps iptables or your kernel needs to be upgraded.

I have tried upgrading my kernel using sudo apt-get full-upgrade but that didn't help. When I try insmod iptables I get ERROR: could not load modu.e iptables: No such file directory.

Does anyone know how to fix this? I saw some stuff online about KVM, and openVZ, do I need one of those? Also is there a better rack proxy server app for WSL than prax, for RonR?

Solution

It seems like WSL doesn't support a lot of functionality, so I switched over to Ubuntu 18.04 on HyperVM. Instructions to download and set-up here: https://phoenixnap.com/kb/hyper-v-ubuntu