On Windows, there isn't an exact equivalent to a
cmd.exe is an intrinsically different type of shell. I think you're referring more to the
.psql_history (see related question).
There is a "SQL Shell" available in the SQL Command Line Terminal of the EnterpriseDB Windows distribution of PostgreSQL that supports a command history. However, I prefer to use the Windows command prompt instead of the GUI.
The error message you are getting indicates that
psql.exe was built without
readline support (reference).
The best way I have found to run
psql via the normal Windows command prompt is to create a shortcut:
%SystemRoot%\system32\cmd.exe /U /c "chcp 1252 & C:\Progra~1\PostgreSQL\9.6\bin\psql.exe -U database_username -d database_name"
The command history can be controlled via
Command history Buffer size in the Options pane:
And you can adjust the scrollable output via
Screen Buffer Height in the Layout pane:
This will get you a history via the up and down arrows, but only within your current session. It will not be preserved across sessions.