Do you run the command make file? There's no such command - you should, however, be able to run make run or make test commands that will run or test the connectors service.
Searching around led me to this Stack Overflow post:
Unfortunately I don't have a Windows machine to check, but it makes sense from looking at it.
The error that you see seems to point to the fact that make cannot for some reason run python3.10. This can happen due to various reasons (see the linked stack overflow post).
If you use make run command the file will be created for you by copying config.yml.example file. You can also do it yourself before starting the service.
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