Windows Docker-in-Docker Solution
For Windows, one way is to enable access to TCP w/o TLS (insecure), which is not enabled by default with Docker-Desktop (previously Docker-for-Windows).
PS: On topic of Jenkins (or CloudBees) docs, it is best not to trust them as working for any topic unfortunately. And given nature of technology churn, always good to try stuff out first. They obviously did not try it out on Windows, given that there is no such thing as Unix sockets on Windows.