You’re getting this error because you’re trying to compare two configuration files and at least one of them (pretrained_embeddings_spacy.yml) does not exist in your current directory. If you’re not interested in comparing those two config files, the “–config pretrained_embeddings_spacy.yml supervised_embeddings.yml” bit can just be dropped.
You can find the most recent docs for rasa test here (Command Line Interface). (It looks like this example might have come from an older version of the docs. :))