Thank you very much! In WinXp everything is good now. Help me please with Win7. 
I have called "vsvars32.bat" from C:\Program Files (x86)\Microsoft Visual Studio 10.0\Common7\Tools. Then start EiffelStudio from Far  C:\Program Files (x86)\Eiffel Software\EiffelStudio 6.2 GPL\studio\spec\windows\bin\estudio.exe
Error is the same :

Eiffel C/C++ Compilation Tool - Version: 6.2
Copyright Eiffel Software 1985-2008. All Rights Reserved.

Preparing C compilation...
eoption.c
big_file_C17_c.c
c:\program files (x86)\eiffel software\eiffelstudio 6.2 gpl\studio\spec\windows\include\eif_main.h(44) : fatal error C1083: Cannot open include file: 'windows.h': No such file or directoryc:\program files (x86)\eiffel software\eiffelstudio 6.2 gpl\studio\spec\windows\include\eif_main.h(44) : fatal error C1083: Cannot open include file: 'windows.h': No such file or directory

NMAKE : fatal error U1077: '"C:\Program Files (x86)\Microsoft Visual Studio 9.0\VC\BIN\cl.EXE"' : return code '0x2'
Stop.
NMAKE : fatal error U1077: '"C:\Program Files (x86)\Microsoft Visual Studio 9.0\VC\BIN\cl.EXE"' : return code '0x2'
Stop.