Basic command line question

[hhpmusic]

Hello,
  I have not used command line for several years. Now I'd like to use 
musicxml2ly, and have forgotten how I invoked it in 2008. I first run cmd.exe 
on XP, changing to d:\my documents, then musicxml2ly overture.xml. But the 
prompt said that musicxml2ly is not an internal or external command or 
executable or batch processing file. I know I'm wrong, but don't know how to 
do. Could anyone point out the basic command line running method to correctly 
invoke things like musicxml2ly, svn etc?

Regards
Haipeng