You want to write a batch script (.BAT) that executes the list of commands. The name of the window can be anything, just use the form
TITLE [title here]. The command to make the text green is in fact
COLOR A, and the prompt character can be changed by using
PROMPT $. Saying "Show the message" is a little vague, because you might want to have a message box pop up, or you might want to have it show in the command prompt.
ECHO does print these characters, but unfortunately, it cannot keep the window open. However, you can pause the exit by using
PAUSE. Therefore, your script should be as follows:
TITLE Cmd configuration.
ECHO\ Cmd is configured.
Note that you can test a batch script by double-clicking on it.