There's two ways to think of "running a command:"
1. A list of strings containing an executable name (which may or may not be a complete path) and its arguments (think C's const char **argv).
2. A single string which is a space-separated list of arguments, with special characters in arguments (including spaces) requiring quoting to represent correctly.
Conversion between these two forms is non trivial. And the basic problem is that there's a lot of tools which incorrectly convert the former to the latter by just concatenating all of the arguments into a single string and inserting spaces. Part of the problem is that shell script itself makes doing the conversion difficult, but the end effect is that if you have to with commands with inputs that have special characters (including, but not limited to, spaces), you end up just going slowly insane trying to figure out how to get the quoting right to work around the broken tools.
In my experience, the world is so much easier if your own tools just break everything up into the list-of-strings model and you never to try to use an API that requires single-string model.
What GP is referring to is the fact that that solution doesn't work as well on Windows, because the OS's native idea of a command line isn't list-of-strings but rather a single-string, and how that single string is broken up into a list-of-strings is dependent on the application being invoked.