I don't use Windows, but can say how it supposed to be

VSCode supports PowerShell terminal or cmd.exe, in case if you use wsl2, it can bee configured to open it as well.

But, there is a way, to open the terminal just in cmd.exe or from PowerShell, first you have to figure it out how to get it from there. iris.exe should have options, to run it inside the current terminal, I don't know if Windows version already has irissession, you could try it.

Most of the CI/CD processes are now based on Container's way. And do it without Docker makes this process much more complex. And It's not quite clear what do you want to achieve. 

And in any way, this task is quite complex, and very much depends on what kind of application you have, how you build it right now, in some cases major OS, and even when some other languages and technologies are used for application. You may contact me directly, I can help with this, I have experience and knowledge on this.

docker exec -it iris iris session iris

Node: fa3f20fc42dc, Instance: IRIS

USER>w $zv
IRIS for UNIX (Ubuntu Server LTS for x86-64 Containers) 2021.2 (Build 617U) Thu Dec 9 2021 15:00:18 UTC
USER>:c

USER>:h
 1: :h

USER>:a

USER>:sql
SQL Command Line Shell
----------------------------------------------------

The command prefix is currently set to: <<nothing>>.
Enter <command>, 'q' to quit, '?' for help.
[SQL]USER>>  << entering multiline statement mode, 'GO' to execute >>
    1>>q
[SQL]USER>>q

USER>:t
SQL Command Line Shell
----------------------------------------------------

The command prefix is currently set to: <<nothing>>.
Enter <command>, 'q' to quit, '?' for help.

dialect = MSSQL
[SQL]USER>>

even :t for TSQL dialect

  set hr=##class(%Net.HttpRequest).%New()
  set hr.Server = "server.com"
  set hr.Location = "method"
  do hr.InsertParam("name","value")
  do hr.InsertParam("name2","value2")
  do hr.Post("",1)

And the result

USER>do ^test
POST /method?name=value&name2=value2 HTTP/1.1
User-Agent: Mozilla/4.0 (compatible; InterSystems IRIS;)
Host: server.com
Accept-Encoding: gzip
Content-Length: 0