In Powershell to run a script file (.ps1) you just need to type .\setup.ps1 and then press enter.
Just make sure you’re already on the correct path …/platform_scripts/cmd
Also, the .\setup.ps1 file is just to set a few things up, in order to run the webserver you need to launch the .\Start_SignallingServer.ps1 or the one with the TURN server if you need both the STUN and TURN servers (for example when deploying in the cloud).
In any case in the README.txt folder you can find the instructions on which scripts you need to launch