According to that first instruction, you should copy the scripts in that specific directory. These scripts can be found in the same download page where you downloaded the MCU SDK, https://software.intel.com/iot/hardware/edison/downloads. Once you’ve done that, proceed with the next step (2), go to the MCU_SDK_HOME/cygwin/bin folder and double click mintty.exe.
If this doesn’t work, another option would be to download the scripts and copy them directly to your board using WinSCP or using vi or nano to create a file and write the scripts directly. But the first option should work fine.