This is expected behaviour. As the Plink documentation says, "Plink is
probably not what you want if you want to run an interactive session in
a console window." Plink is designed as a simple transport for SSH and
other protocols, for automated use.
Unlike PuTTY, Plink does not include a terminal emulator, which is what
would interpret your arrow keypresses and turn them into the escape
codes the server would understand. If nothing else in your environment
provides terminal emulation (as is the case if you're running plink.exe
in a Windows console), then things like command history and full-screen
applications on the server aren't going to work as you expect.
>is there a way to do it?
Why not use PuTTY?