Controller class not found

I'm trying to run small php web app. And have following error - Class 'Controller_Main' not found in C:\Users\User\Downloads\SDK\application\core\route.php on line 74. I have this when I try to run following command:

Z:\usr\local\php5>php.exe "C:\Users\User\Downloads\SDK\application\index.php"

This class exists. Do you have any ideas?