After more reading and trying, I found that via WSL (Linux in a terminal alongside windows) that that finally did work. So now I have the running version of connector SDK as a CLI, my next step was creating and pushing the connector to the online environment. But here I just can't find the problem. So, in Workato you need to setup in the Workspace access -> API clients -> API clients & Client roles, a client role and an API client. After doing all of that, you'll get an API key back, and you have to (I think, the documentation is not very clear about that) insert that key into your settings file in the CLI environment. Also, you have to do something with a domain.
Whatever I try or permission I have this is what I get returned: