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Microsoft really wants Local accounts gone after it erases its guide on how to create them
(www.xda-developers.com)
This is a most excellent place for technology news and articles.
Did you make sure that you opened the terminal inside the folder where your iso and txt files are, or at least navigated to that folder after opening the terminal? Basically, it'll say "file not found" if you run the CertUtil command while not "inside" the folder containing both the iso and the txt files. Same with running the gpg command.
Usually, if you just open cmd.exe by itself from the searchbar, you'll see something like this:
PS C:\Users\your_username>
If you instead opened the terminal inside the folder, you'll instead see this:
PS C:\Users\your_username\Downloads\ISO>
Or whichever folder your iso and txt files are located in.
CertUtil and gpg are pretty tunnel-visioned - they can only see stuff that's in the same folder as they're being run in, unless you give them specific directions to get to a different location. That's why it's easiest and best to have everything in a single folder and open the terminal "inside" that folder.
Again - all this verification stuff with the terminal is, in my opinion, optional as long as you downloaded from one of the mirrors on the website. But since you still want to do it, this is the easiest way to go about it.
All the directions are here: https://forums.linuxmint.com/viewtopic.php?f=42&t=291093