There is a completion function by the psql command of Cygwin or UNIX There is not the function in psql for a Windows native. How to make psql completion with Windows? may be need readline!?
Readline is disabled by default on Windows. You can rebuild with it enabled - but it is broken for most non-english locales. For example, in most western european locales you can no longer type backslash - an essential character to use readline. This is a bug in readline, but last time I checked they had zero interest in the win32 platform and won't fix it.