OK, some progress but still not there yet.
After consulting the docs (as usual, not really directed at Windoze users), I did this:
>set ES_PATH_CONF=D:/apps/ElasticSearch/elasticsearch-8.6.2/config
>elasticsearch.bat
... a torrent of output ensued, but it looked like configuring was happening.
When I attempted to browse to localhost:9500, however, I got this output in the console:
[2023-03-05T09:01:48,356][WARN ][o.e.x.s.t.n.SecurityNetty4HttpServerTransport] [node862-1] received plaintext http traffic on an https channel, closing connection Netty4HttpChannel{localAddress=/127.0.0.1:9500, remoteAddress=/127.0.0.1:9690}
[2023-03-05T09:01:48,356][WARN ][o.e.x.s.t.n.SecurityNetty4HttpServerTransport] [node862-1] received plaintext http traffic on an https channel, closing connection Netty4HttpChannel{localAddress=/127.0.0.1:9500, remoteAddress=/127.0.0.1:9691}
[2023-03-05T09:01:48,356][WARN ][o.e.x.s.t.n.SecurityNetty4HttpServerTransport] [node862-1] received plaintext http traffic on an https channel, closing connection Netty4HttpChannel{localAddress=/127.0.0.1:9500, remoteAddress=/127.0.0.1:9692}
[2023-03-05T09:01:48,356][WARN ][o.e.x.s.t.n.SecurityNetty4HttpServerTransport] [node862-1] received plaintext http traffic on an https channel, closing connection Netty4HttpChannel{localAddress=/127.0.0.1:9500, remoteAddress=/127.0.0.1:9693}
[2023-03-05T09:01:48,356][WARN ][o.e.x.s.t.n.SecurityNetty4HttpServerTransport] [node862-1] received plaintext http traffic on an https channel, closing connection Netty4HttpChannel{localAddress=/127.0.0.1:9500, remoteAddress=/127.0.0.1:9694}
[2023-03-05T09:01:48,371][WARN ][o.e.x.s.t.n.SecurityNetty4HttpServerTransport] [node862-1] received plaintext http traffic on an https channel, closing connection Netty4HttpChannel{localAddress=/127.0.0.1:9500, remoteAddress=/127.0.0.1:9695}
[2023-03-05T09:01:48,371][WARN ][o.e.x.s.t.n.SecurityNetty4HttpServerTransport] [node862-1] received plaintext http traffic on an https channel, closing connection Netty4HttpChannel{localAddress=/127.0.0.1:9500, remoteAddress=/127.0.0.1:9696}
[2023-03-05T09:01:48,371][WARN ][o.e.x.s.t.n.SecurityNetty4HttpServerTransport] [node862-1] received plaintext http traffic on an https channel, closing connection Netty4HttpChannel{localAddress=/127.0.0.1:9500, remoteAddress=/127.0.0.1:9697}
[2023-03-05T09:01:48,371][WARN ][o.e.x.s.t.n.SecurityNetty4HttpServerTransport] [node862-1] received plaintext http traffic on an https channel, closing connection Netty4HttpChannel{localAddress=/127.0.0.1:9500, remoteAddress=/127.0.0.1:9698}
[2023-03-05T09:01:48,371][WARN ][o.e.x.s.t.n.SecurityNetty4HttpServerTransport] [node862-1] received plaintext http traffic on an https channel, closing connection Netty4HttpChannel{localAddress=/127.0.0.1:9500, remoteAddress=/127.0.0.1:9699}
... and in the browser page I get a page with an error message: "Connection was reset". No "you know, for search" or other connection details output...
However, I do see that one of the last log messages in the console screen before I tried to get to "localhost:9500" was this:
[2023-03-05T09:01:30,685][INFO ][o.e.c.r.a.AllocationService] [node862-1] current.health="GREEN" message="Cluster health status changed from [RED] to [GREEN] (reason: [shards started [[.geoip_databases][0], [.security-7][0]]])." previous.health="RED" reason="shards started [[.geoip_databases][0], [.security-7][0]]"
which looks hopeful. Seem to be close.
... any diagnosis, suggestions??
later: This is the right answer! ... but then (if using a non-standard port at least) there are security issues which follow. See solution here.