It's a bug I've experienced on Windows. Apparently the windows command line thinks that the terminal program is not running, so it tries to act based on the input (hence "the syntax of the command is incorrect") but it's actually still running, so both the windows command line and the Arc command line act on your input.
Actually, "the syntax of the command is incorrect" is due to Arc not using Windows style pathnames. (Also note that the -p option is not valid on Windows.)
C:\User\Programming\Arc>mkdir -p arc/logs/
The syntax of the command is incorrect.