Yes, I actually took a day to figure out what was going on. When you call ‘openai’ in the terminal on Windows, it actually is a file that is contained within one of the directories listed in the Windows PATH Environmental Variable, and because it does not have an extension, Windows will ask you how to open it.
This file is meant to be used within Linux since a BASH shell is the shell needed to run this file but Windows PowerShell and Command Prompt aren’t BASH compatible by default.
You can download Git Bash for Windows, or WSL 2.0 and those will correctly interpret the file!