You can add to your prompt:

Do note CMD commands run in PowerSehll, not cmd.exe.
You cannot use '&&' to chain commands, use ';' instead.

But to avoid having to manually add this to each prompt, you can make use of 'CoPilot Instructions.md'
Basically you add these instructions (and other background information about your project) to '.github/copilot-instructions.md' and it's instructions will automatically be considered for each prompt.

I like to add information such as the platforms to use and/or if it should create javadoc etc.
So that each time that I generate a function, it will (or not) create Javadoc based on that context w/o having to specify it in each prompt/session.