Failed new build following guide

I am following the official guide from my Windows machine and the build fails.

Zero customizations, so something is up.

Error on build is as follows:

Run hugo \
Error: Unable to locate config file or config directory. Perhaps you need to create a new site.
       Run `hugo help new` for details.

Total in 0 ms
Error: Process completed with exit code 255.

Is this the command you typed?

What was your current working directory when you ran the command?