Thanks. It turned out my main error was that I was build the Cmd object by first creating the command as a string and after wrapping it in back ticks.
But I continue in troubles. Right, I can run the command, a GraphicsMagic image comparison command, but when that comparison say the two images are different gm.exe returns an error code != 0 and Julia interprets it a command error. But it isn't, it only means the two images are different. As a consequence the julia function where this happens aborts (an example in REPL bellow).
I tried with a try catch but not even that prevented the function abortion. How can I get out of this one?
julia> readall(cm)
C:/programs/GraphicsMagick/gm.exe compare: image difference exceeds limit (0.33549 > 0.001).
ERROR: failed process: Process(`C:/programs/GraphicsMagick/gm.exe compare -density 200 -maximum-error 0.001 -highlight-color magenta -highlight-style assign -metric rmse -file V:/example_02.png C:/progs_cygw/GMTdev/gmt5/branches/5.2.0/doc/examples/ex02/
example_02.ps V:/
example_02.ps`, ProcessExited(1)) [1]
in pipeline_error at process.jl:548