I believe you're correct. The Windows implementation of cURL may be a bit different and/or how the command prompt handles the syntax.
https://www.driftingruby.com/episodes/ruby-on-rails-development-with-microsoft-windows-10
https://www.driftingruby.com/episodes/intro-to-docker-on-windows
Check out these episodes. I'd highly recommend one of these methods if you're going to be developing on a Windows machine. Alternatively, you could also do a VirtualBox Ubuntu VM or something similar.