ERM from PostgreSQL via psql (SQL Shell)

I need to understand the relations between tables in a PostgreSQL database. I will not have the ability to download pgAdmin4 like I am used to working in. So after looking around I found pg_dump.exe built into PostgreSQL. I thought I could just do something like this in the SQL Shell (psql) to get a dump of the database and then have the ability to upload it into another system:

database=# pg_dump database > path/to/save/file.sql;

Based on the docs >> https://www.postgresql.org/docs/9.3/app-pgdump.html

But when I run that I get an error:

ERROR:  syntax error at or near "pg_dump"
LINE 1: pg_dump database > path/to/save/file.sql;
        ^

I saw on this stack overflow question was similar to my issue with the pg_dump error. In the solutions, Adrian says that pg_dump does not work within psql. When I run the code that Adrian suggested, I also get an error. Any thoughts on how I can use psql to get the information that I need of this database?

Note: I am accessing a Linux VM on a Windows machine.