If you see message "Hello from Docker!", then Docker run correctly.
On the WSL I don't get it. I returns me an error instead. But don't worry, I'll setup it on my Ubuntu machine. On my Ubuntu 18.04 the hello-world works properly, but not the script you've given:
Please share some more informations, I also wanted to start with electrum, but failed to install and run. Lets help us each other if you are also at the beginning.
If you read the entire thread, you'll see the information you're searching. In a few words, I'm fumbled with the whole server thing... 
. I feel better now that I see that I am not the only one that has these issues. 
And the VPS is hardware or software or rented?
I think it's software, but I ain't completely sure. It's really cheap so I doubt if it'd be a hardware one.