This is cool and yes it works on windows ! However, it helps to get an acknowledgement if the update was successful or not. It ends abruptly and need to run 'cf -v' to know the status.
cf update-cli Your cf version v6.15.0 is not latest (v6.16.1) Do you want to update?: [Y/n]: Y
Start to update to v6.16.1 Downloading: 6021596/6184613