Is your feature request related to a problem? Please describe.
We have https://github.com/opensearch-project/security/blob/main/tools/install_demo_configuration.sh that works on *nix.

Describe the solution you'd like
A similar install_demo_configuration.bat that works on Windows.

Additional context
Coming from #1474 and opensearch-project/opensearch-build#828. The distribution includes a shell script to configure a plain .zip distribution of the product. It doesn't work on Windows, unclear how to get started to get a working distribution.