@michaelkremmel reported this the other day about the basic MQTT tutorial. Thank you.
Problem
So it starts with the fact that it is unfortunate that when you copy and paste the code snippets directly from the documentation into PowerShell: You need to adjust all multi-line commands since otherwise you will get line-break issue due to the fact how PowerShell interprets \.
Solution
The fix for the user is to put the command in one line and remove the \. But of course it would be better if those snippets could be copied and pasted directly, otherwise a small hint could be benificial I guess.