RMAN DUPLICATE from backup without Target or Catalog: How is the aux instance created?
That is the typical error message you get on Windows without properly setting up the environment.

While the steps in the manual may work flawlessly on Linux/UNIX, on Windows you need extra steps. On Windows, you need to create a service with oradim, start it (if it was not started), and after that you can use sqlplus / as sysdba.

The bare minimum is:

set ORACLE_HOME=...
set PATH=%ORACLE_HOME%\bin;%PATH%
set ORACLE_SID=test

oradim -new -sid test


This should automatically start the service, but if it did not:

sc start Oracleservicetest


And after the above, you can login to the idle instance with:

sqlplus / as sysdba