The 'netsh advfirewall dump' command is not implemented in this version of Windows. Instead, use the 'netsh advfirewall export' ...

The 'netsh advfirewall dump' command is not implemented in this version
of Windows. Instead, use the 'netsh advfirewall export' command to write
the current Windows Firewall with Advanced Security configuration from
the current policy store to a file on disk. You can then use 'netsh
advfirewall import' to read the file and load it into another policy
store, such as a Group Policy object or the current policy store on
another computer. To set the current policy store, use the 'netsh
advfirewall set store' command.
For more information about the commands in the netsh advfirewall context,
see Netsh Commands for Windows Firewall with Advanced Security at
http://go.microsoft.com/fwlink/?linkid=111237.