The Windows commandline client is the "Windows Command Prompt".
"mysqldumo" is mysqldump with a typo.
"It looks like a character set issue" means your problem looks like the result of a character set mismatch. Specifically, the file appears to have been encoded in a unicode charset, but the OS is reading it as ascii. To begin to chase down such a possibility, run ...
chcp
at the commandline to see what charset your Windows installation is using, and in the mysql client run ...
show variables like '%char%';"
to show the character sets being used by mysql.
(The file wasn't generated in PowerShell, was it? See
https://dev.mysql.com/doc/refman/5.7/en/mysqldump.html.)