I think you can do something similiar with:
net helpmsg <number>

From cmd.exe:
net helpmsg <errorcode>

How does it compare with 'net helpmsg'.

For example:
C:\Temp\err\Err>net helpmsg 10035

A non-blocking socket operation could not be completed immediately.




Your suggestion:
C:\Temp\err\Err>err 10035
# for decimal 10035 / hex 0x2733 :
SQL_10035_severity_16 sql_err
# No value was given for one or more of the required
# parameters.
WSAEWOULDBLOCK winerror.h
# A non-blocking socket operation could not be completed
# immediately.
WSAEWOULDBLOCK winsock2.h
# 3 matches found for "10035"