.so is a shared object, in windows the equivalent would be a .dll. x11 is short for the x windowing system, rather than being linux specific these are unix in general and as you may already have realized windows has it's respectives too.
Scons is a cross platform build environment, so the comments mentioning some unix examples shouldn't be an issue, I'd expect. Now the terminal commands bit is a different story and is indeed posix(portable operating system interface) in style. If you are using msys2/cygwin or rather mingw(minimal gnu for windows), it should already feature the missing pieces so as to turn your windows installation posix compliant. That should include a bash/terminal emulator.
That is to say those unix formated commands should work perfectly well in there, though I wouldn't be surprised if they worked in power-shell as well. Just make sure your paths are correct. In fact you should start by checking if it didn't already work and generate your dynamic linked library(.dll).