On Windoze? Good question. Nope. No idea. Never even considered MQTT on Windoze…
I'd have thought it'd still have the basic tools with it, though… Maybe they're just not in the path?
Failing that, you could probably install it under WSL, for a more normal install… Or just go with the web tools as mentioned already…
I just find being able to have a simple stream of everything in a console window is easy and very useful. Though, it quickly becomes hard to tell anything at all once it gets busy — which is when you narrow it down to specific topics. I've tried some of those web tools, and I keep going back to that simple command on the Linux system I run servery type stuff on.