As others have noted, tr only transforms a single character into another single character.
You can use my JREPL.BAT regular expression text processing utility to easily and efficiently solve your problem. It is pure script (hybrid JScript/batch) that runs natively on any Windows machine from XP onward.
jrepl "\" "\\" /l /f file.txt /o -
The above will write each line with \r\n terminators.
If you must preserve the original line terminators, then you can use the /M multi-line option
jrepl "\" "\\" /l /m /f file.txt /o -
The commands above use the /L literal switch. Without /L, the command interprets the search term as a regular expression, so you would need:
jrepl "\\" "\\" /m /f file.txt /o -
Use call jrepl if you use the command within a batch script.
Interestingly, JREPL has a /T translate option that functions very similarly to the unix tr command. But it is not of any use in your situation.
Use jrepl /? to see the built-in documentation. Pipe the output to more if you want to limit the output to one screen at a time. I don't need more because my console window is configured with a large output buffer so that I can scroll up to see prior output.