How to integrate Gitlab with UFT

This isn’t a Gitlab problem, but rather with your UFT setup. You should ask the UFT community for help. Looks to me that you are running a Linux container, and attempting to run Windows commands in it. Which isn’t going to work.

Since that is related to UFT, you should be asking them about it or follow their instructions correctly to ensure you are running Windows Gitlab Runners and appropriate Windows containers for the Windows commands to run properly in the first place.