Starting with build 14316 Windows 10 supports a Linux compatible interface to run in the Windows PowerShell. Please see the documentation to install WSL on your machine. You'll then be able to install and run Linux commands and tools in a bash shell, e.g cdo, ssh, rsync, wget,..., e.g sudo apt install cdo
Right from the start your Windows user directories are also available in the subsystem under /mnt/c/Users/
For the ESGF wget scripts to work you need to install ORACLEs Java runtime environment into your Linux subsystem. Please see instructions here for the Ubuntu for Windows variant.