The bulk loader creates and deletes a lot of tmp files. Docker on Windows seems to have issues when using “Host bind mounts”. Try using a docker volume instead:
docker volume create dgraph_out
docker run -v dgraph_out:/out <rest of commands>
Then you’ll have to copy the bulk loader output files (posting, etc) from the docker volume to your host system.
Side note: If you’re ultimately going to run the graph on a Linux box, you might consider just running the bulk loader on that system (where you can install the Dgraph CLI) and skip all the Windows quirks.