The instructions on gethttpsforfree are assuming that you’re running these commands in a terminal on a Unix system. The commands need to be modified for Windows.
For example, where it says $PRIV_KEY, this is a Unix shell notation that substitutes the value of a variable. It doesn’t work in the Windows command interpreter. Instead, you would need to substitute the value of the variable.
Apart from the limitations of the web-based client itself, I think you are probably not part of the intended audience for the service because the author of the site says that it’s meant to be used by people who are already familiar with using OpenSSL on the command line. The gethttpsforfree service is really not a convenient substitute for a paid certificate authority’s web-based interaction.