How to recover from compressed wal archieve in windows

[Andrus]

In windows 10 

pg_receivewal --directory="d:\wallog" --verbose --compress=9
is used to archieve WAL.

This creates .gz files

For restore

restore_command='copy "D:\\wallog\\%f" "%p"' 

is used.
Restore shows "file not found" errors in console. Thi sis probably because %f 
argument is WAL file name without extension.
How to use compressed WAL files for WAL archieve and restore in windows ?

Andrus.