docs: clarify usage cli options -e,-p on windows

PR-URL: #15568
Fixes: #15522
Reviewed-By: Vse Mozhet Byt <vsemozhetbyt@gmail.com>
Reviewed-By: Refael Ackermann <refack@gmail.com>
Reviewed-By: Luigi Pinca <luigipinca@gmail.com>
Reviewed-By: Gibson Fahnestock <gibfahn@gmail.com>
Reviewed-By: Ruben Bridgewater <ruben@bridgewater.de>
Reviewed-By: James M Snell <jasnell@gmail.com>

doc/api/cli.md

@@ -49,6 +49,10 @@ added: v0.5.2
 Evaluate the following argument as JavaScript. The modules which are
 predefined in the REPL can also be used in `script`.
 
+*Note*: On Windows, using `cmd.exe` a single quote will not work correctly
+because it only recognizes double `"` for quoting. In Powershell or
+Git bash, both `'` and `"` are usable.
+
 
 ### `-p`, `--print "script"`
 <!-- YAML