at least a better idea where to search, to capture the arrow keys in a win32 cmd console?

Who makes and provides the win32 cmd console?
Right, microsoft.
So where should you search?
Right, microsoft.
Remember this advice, if you want to know about product X simply ask the-maker-of-product-X.

microsoft console read arrow key => high level console input and output functions <> low level console input functions <> console structures <> key_event_record_str =>

Enhanced keys for the IBM® 101- and 102-key keyboards are the INS, DEL, HOME, END, PAGE UP, PAGE DOWN, and direction keys in the clusters to the left of the keypad; and the divide (/) and ENTER keys in the keypad

Now you can reach for Win32::API, or enhance Term::ReadKey or whatever.

update: As far as portability goes, I'd look into Curses.