Share Wi-Fi from Windows

Hi!

I run Volumio on a RPi3 and for various reasons I want to share my laptops VPN connection over Wi-Fi to connect my RPi3 to. Have used the following receipe: https://www.sneakflix.com/setup/share-vpn-connection-wifi
However this is the result on Windows 10:

command-prompt.png

I use an external wireless adapter on my laptop. Any suggestions on where to start looking to solve this?