Try using forward slashes in the file: URLs, for example:
.\elasticsearch-plugin.bat install file:///x-pack-5.5.0.zip
That's on the assumption that the zip file is in the root directory of the same drive as the Elasticsearch installation. If it was on my desktop and I had Elasticsearch installed on the C: drive then I'd use:
.\elasticsearch-plugin.bat install file:///Users/dave/Desktop/x-pack-5.5.0.zip