Under Linux, it is necessary to use "./application" because Linux searches only in the PATH, but not in the current directory, per default.
Under DOS/Windows, ".\" is superfluous, because command interpreters always look in the current directory first, before they look in the PATH.
If you often want to do the same repeatedly, you can create batch scripts (some kind of text files, with extension ".bat" or ".cmd"). They can contain the whole list of commands you want to have executed. You can even take a ZIP archive with the world definition, drag it inside the Windows Explorer and drop it onto the batch script, if you use "%1" as placeholder for the first command line parameter submitted to the batch file. Example:relight.bat
C:\CS\walktest --relight "%1"
Drag a ZIP archive with a world definition onto that batch script.I wrote the %1 inside quotes, because the complete file name of the dragged ZIP archive could have included spaces.