It seems that Powershell has at least some commands that are the same as in a linux terminal.
pwd
This command tell you where you are.
ls
This tell you which files and folder you have where you are at the moment.
ls .\subfolder\another_folder
That command tell you what you have in “another_folder”
Do not create directly under the C folder!
Keep away from that folder as much as possible.
I would suggest you create a folder for these exercises.
C:\Documents\my_python_folder\exercises
The first thing you have to do is make sure you are in the correct folder.
When you have “cd” to your folder for exercise you can start create folders and files as needed.