This makes me sad and it'll make you sad. Can't find a single post which outlines what you actually write in the prompt. lol. I know, this is getting old.
I wrote "start ConvertData_Rebellion.exe entity CAPITALSHIP_TECHBATTLESHIP"
Based on the stuff you've been trying, the command prompt tutorials you read must've been quite bad. The batch files should do the trick for now, but they're a bit inflexible without .bat editing knowledge, so it's not a bad idea to still know how to execute the commands manually.
Command prompt works with one directory at a time: this is the directory you see to the left of the blinking cursor (directory = full folder structure). For any command/program you enter into command prompt, it will search both the Windows folder and the current folder for said command/program and return an error if it doesn't find anything. "start ConvertData_Rebellion.exe" would run the "start" command with the arguments "[current directory]\ConvertData_Rebellion.exe". Thing is, the "start" command has quite a complicated syntax and isn't required for ConverData to function, so you're better off just simply running ConvertData_Rebellion.exe to begin with.
Contrary to what GoaFan said, you don't need ConvertData in the same folder as your files, though having them be near each other cleans up your arguments a bit. If you have ConvertData in Directory A and the .entity files in Directory B, you can go about multiple ways of converting the .entity, for example: navigating to Directory A via the command "cd" and running
'ConvertData_Rebellion.exe entity "Directory B"\foo.entity "Directory B"\foo.entity txt',
navigating to Directory B via the command "cd" and running
'"Directory A"\ConvertData_Rebellion.exe entity foo.entity foo.entity txt',
or just simply staying put and running
'"Directory A"\ConvertData_Rebellion.exe entity "Directory B"\foo.entity "Directory B"\foo.entity txt'.
If Directory B is simply a folder inside Directory A, you don't even need to type in the full path: for example, if Directory A is C:\Users and Directory B is C:\Users\Public, if you navigate to C:\Users, entering in "Public\application.exe" is enough for command prompt to know to look in the Public folder within C:\Users (the current directory). This stuff is command prompt 101, which is why the tutorials you read must've been quite horrible if you were unaware of these concepts.
Following ConvertData's syntax (running the program without any arguments will show the full syntax), you can also do things like outputting the converted entity to a different folder and/or giving a different name to the converted entity as well; with a bit of improvisation, you should also be able to edit and tailor the ConvertData batch files to your needs.
PS. Sorry if I seemed annoyingly arrogant by not giving you a straight answer; when it comes to using tools, I prefer that people actually learn all necessary foundational knowledge before moving on to using the tool: sequences and series before calculus, conditional statements and loops before objects, command line navigation and basic use before command line programs. Sure, it might seem like a waste of time, but when you need to use the tool in an unorthodox or unexpected way, you'll get stuck without the foundational knowledge (and "learning the foundational stuff when you need it" is slower and more painful than simply starting with it from the getgo).