You need to download the jenkins-cli.jar file first in your windows system. It will help your Windows system to connect with Jenkins. After that, you can use the below command to create one Job in Jnekina from CLI.
$ java -jar jenkins-cli.jar -s Jenkins_URL -webSocket create-job NAME
Creates a new job by reading stdin as a configuration XML file.
NAME : Name of the job to create
I hope this will help you.