Set the home drive to some dir in the dos shell before executing the cli.
Create a startup file, e.g start-rabbit.bat, with contents below.
set HOMEDRIVE=C:/conf/rabbitmq :: Or your favorite dir
rabbitmq-plugins.bat enable rabbitmq_management
Use a folder in C drive c:/conf/rabbitmq. The rabbitmq system will write the cookie file there.
It is a good idea not to dirty rabbitmq-xxx.bat installed files.