How can I generate a tsconfig.json file?

It is supported since the release of TypeScript 1.6.

The correct command is --init not init:

$ tsc --init

Try to run in your console the following to check the version:

$ tsc -v

If the version is older than 1.6 you will need to update:

$ npm install -g typescript

Remember that you need to install node.js to use npm.

For those who have TypeScript installed as a local package (and possibly as a dev dependency) via:

$ npm install typescript --save-dev

...and who have added tsc script to package.json:

"scripts": {
   ...
   "tsc": "tsc"
},

You can call tsc --init via npm:

$ npm run tsc -- --init