jsgraphicart is right. For the specifics, you should look at the beginning of the command line output right after running the script. It says "your custom doctor file will be located at blah blah blah." So really, you already have it saved, it's just a matter of finding it.
Whenever you do choose to run it you should run it from the command line with the command
That way, you get a log in the terminal in case something goes wrong (ex. doctor stops at 4%). It will be much easier to pinpoint the cause that way.
java -jar c:/blahblahblah.jar
edit: I think it should be c:/cygwin/home/YourUsername*/meta-doctor/build/meta-sprint-pre2.1.0*/webosdoctorp101ueu-wr-2.1.0.jar*
but without the asterisks. The folders/files marked with asterisks may/will be unique to you depending on your carrier, device and exactly what kind of doctor you're building.