You should be able to use Avalonia UI[1] as an alternative GUI layer on Windows, Linux, macOS, iOS and Android.
There is a beautiful functional MVU wrapper around it called Avalonia.FuncUI[2] with Avalonia.FuncUI.Elmish[3] which is an implementation of Elmish[4] (based of the Elm language[4]) for F#.
WinForms is a Win32 wrapper so unless you're running Mono which I don't think has been targeted by F# in ages I don't think that's going to work, unless you plan to run a very old F# version.