Sorry, my brain was fried last night and I used GitBash to build blender instead of the command prompt. That was the issue. Maybe specify that you need to run from CMD in the error message.
bash-3.1$ make full
GNUmakefile:145: *** "On Windows, please use ./make.bat instead of make". Stop.
however… we may need to tweak the message a little bit, if you stay in the bash shell and follow instructions…
bash-3.1$ ./make.bat
./make.bat: line 1: @echo: command not found
./make.bat: line 2: REM: command not found
./make.bat: line 3: REM: command not found
./make.bat: line 3: build: command not found
./make.bat: line 4: setlocal: command not found
./make.bat: line 5: setlocal: command not found
./make.bat: line 8: call: command not found
./make.bat: line 10: call: command not found
./make.bat: line 19: syntax error near unexpected token `('
./make.bat: line 19: `if "%BUILD_SHOW_HASHES%" == "1" ('
bash-3.1$
which is not unexpected, two options at this point
ask them to switch shell
change the messaging to have them run the windows batch from the bash shell using