I'm writing this post more to remind myself next time I run into the same problem, but hopefully it'll help someone else too.
curl is a useful utility but the Windows version of it certainly has some quirks. Often though, that leads to error messages that aren't helpful at all.
I kept running into an error where it complained that HTTPS protocol was not supported in libcurl. When I tried HTTP, I saw the same error.
That started me on a journey trying to find the issue, and there are lots of articles that tell you that you need a version that was compiled with those protocols.
But of course, that's not the real issue. The problem is that the Windows version doesn't cope with single quotes like the other versions do. It wants double quotes.
Hope that helps someone sometime.