The play deployment build generates a start script which is not suitable for Windows system as it is a shell-batch file.
The fix would be to detect the OS and write the right start script accordingly.
Here's the Windows batch as a solution to be written in the "target" folder:
java -cp %CD%\staged\* play.core.server.NettyServer
Also, after succesful compilation there is a error: "unknown command chmod", which is obviously right, since chmod is not a Windows command.