On the Minecraft Java-Edition Server download page (https://www.minecraft.net/en-us/download/server) You are given a link to run in Microsoft Powershell or Command Prompt.

java -Xmx1024M -Xms1024M -jar minecraft_server.1.14.4.jar nogui

But it doesn't work as the download file isn't called minecraft_server.1.14.4.jar, even though it says it is on the download page. If you download it, it is called server.jar, so you would have to replace the run command above to:

java -Xmx1024M -Xms1024M -jar server.jar nogui

As Command Prompt or Microsoft Powershell doesn't recognize the file minecraft_server.1.14.4.jar because it doesn't exist.

Fix:

Change the command on the page (check images below) so players trying to run a server don't have to manually change it. 

Replace the old command to this command:

java -Xmx1024M -Xms1024M -jar server.jar nogui