The requirements say that only Java 8+ is required, but JADX requires Java 11+.
Additionally, the way in which Windows VSCode/VSCodium works is by using PowerShell as the default shell, not sure why the command doesn't launch properly in the app, but my best guess is the need to use &
Making the execution look something like this:
& "$HOME\.apklab\jadx-1.5.0\bin\jadx.bat" -r -q -ds "C:\Path\to\the\app\java_src" "C:\Path\to\the\app.apk"
Otherwise, you just have to copy the JADX command that it fails to execute, open the terminal tab, and paste/execute from there.