Switch to using PowerShell, and follow the instructions at the following site to enable history:

http://blogs.msdn.com/b/powershell/archive/2006/07/01/perserving-command-history-across-sessions.aspx

Alternatively, in cmd.exe, you can use “doskey /history” at the end of your session to show what you typed in that session, but theres no way to really load it into the next session

I’ve found 3 ways, neither of which require switching to PowerShell:

Install Clink (http://mridgers.github.io/clink/), which enhances cmd.exe with persistent history and much more. Just install it and then open cmd as normal.

Install TCC/LE free version (http://jpsoft.com/), which is a separate program, again providing an enhanced version of cmd.exe.

Install cygwin  (https://www.cygwin.com/). It also provides some others functionalities that Linux has but Windows not.