If you cannot or don’t want to have a better Windows command line or you
just wouldn’t feel comfortable using a Unix-type shell, you might be
interested in Console, an enhancement to the Windows cmd.exe
program
which includes tabs, good text selection and a number of other interesting
features. I’ve set my copy of Console up in such a way that I
can use tabs with the same keyboard shortcuts that Firefox uses; a nice
feature. After unpacking the zip with the binaries, just move all the files
to a suitable directory in your PATH; that suffices as installation.
Console keeps its configuration in a file called console.xml which is
located in the folder containing the executable.