Sorry, I saw you use "ebook-convert" not "ebook-convert.exe" and jumped to a conclusion.
I am sure windows batch has similar rules for escaping though.
calibre GUI does not pass strings through any sort of command shell, everything is handled safely through the backend... so naturally it need not be escaped.
When people use the cli to create solutions it is usually assumed they already know the ins and outs of scripting. Either way, regardless of the specific shell used, no program should include scripting guides, there are already far better resources out there.
Questions are of course welcome. (Here or on any one of a number of general programming/scripting help sites e.g.
http://superuser.com and sister sites.)