You can run it using script SSH_Execute having ssh installed on the windows box.
Installed SSH and tried running bat file, below is an error facing.
Executing on Hosts: "10.133.63.14"
Running: E:\temp\BRPM_BSA integr\BRPM_send_event_BPPM_test.bat
SSH-Capistrano_Error: connection failed for: 10.134.61.14 (Errno::ECONNREFUSED: Connection refused - Connection refused)
============= Results End ==============
Success test, looking for a: Command_Failed
Process ID: 10828
[STATUS: * executing "E:\\temp\\BRPM_BSA integr\\BRPM_send_event_BPPM_test.bat fromrpm 10.11 WARNING QC:fromrpm"
Seems your ssh service isn't started on the windows box or you provided wrong credential or wrong port. Did you try to connect to your windows box with an SSH client (like putty) to first check that the setup is correct?