the issue is not with Solr, its with the command you are typing. Linux directories are traversed using '/' while windows with '\'.
Assuming your OS is windows, from your current working directory (which is the solr folder in this example) bin\solr is a valid path, hence that executes.
however bin/solr being an invalid path fails to execute.
Hence your first command should work from the same location in Unix/Linux systems, second one in Windows
EDIT: I just downloaded the solr installer as zip from the solr site. The post file is indeed a shell script, which is why you are unable to execute it on windows. (my understanding was that .gzips were linux installers and .zip for windows always, which is clearly not the case here.)
What you probably can do is check this answer and follow the approach mentioned there. Hopefully that will get you up and running.
Hope it helps!