The docker ... | sudo nohup sudo bash command is for updating the Docker container on a Linux machine. sudo in a Linux command that runs the following commands as root and isn’t applicable to Windows.
If you installed via Docker directly, you might be best off by deleting your current Connector and re-provisioning it using the Chocolately guide above.
Docker on Windows is a supported method, but we’ve seen more brittleness with the networking stack on Docker. Chocolately can be better for this, since it runs the Connector in a VM rather than just a container.
To update your Connector within Docker, in your specific case I would suggest just reinstalling to a new Docker container. Connectors are fungible and, other than downtime, there’s no harm in reinstalling from scratch.
The Docker upgrade script that we’ve written basically does just that. It copies the environment from the a container running a Connector and creates a new container with the same environment.