The solution is to add "cmd /c" before of the command.

Por example, you could to write in the section "Exec command" of the Publish Over SSH Plugin:

cmd /c mkdir "D:\MyFolder\"

Also, if you want to run multiples commands, you could write something like the following statement:

cmd /c "echo Hello & echo My Friend"

On the other hand, is better execute a file batch with the lines to execute:

cmd /c "C:\data\scripts\myScript.bat"