You can run windows programs from whatever Linux shell (in WSL) you want, because the Windows filesystem is mounted and Windows executables run in the Windows environment.
OTOH, if you are doing anything complicated, it gets weird because (e.g.) file paths have to be passed as windows paths to windows programs, not using the linux mount path that you would access the path from in linux. But, you can, in principle, use a Linux shell in WSL to run Windows PyInstaller to build for Windows.
OTOH, if you are doing anything complicated, it gets weird because (e.g.) file paths have to be passed as windows paths to windows programs, not using the linux mount path that you would access the path from in linux. But, you can, in principle, use a Linux shell in WSL to run Windows PyInstaller to build for Windows.