I've only ever done it from a linux box. I have a win10 box beside me just now (I take them home to configure) and have the linux extensions and bash installed, but that isn't going to emulate PuTTY for you on w/e version of ms you are using.
On the physical box I'm on (not one I'm already shelled into!), I run the -D line. Then just config a manual proxy in my browser to match the port number as shown in the screenshot I supplied earlier.

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