The examples using quoting are intended for use with any standard (sh-compatible-quoting) Unix shell. As with all complex quoting, all these examples become much easier to work with (or under DOS and MS-Windows, less impossible) when put in a file and invoked with `awk -f filename.awk' instead.
Non-sh-compatible shells will require different quoting. If you're not even using Unix (or a ported Unix shell), just ignore the whole section on quoting.