I will offer you an opinion, and I suspect that you will discover something similar on your own: most Linux programs do not install in straightforward way under Windows.

The error happens in the easel part of HMMer, which contains utility programs that you may not even need. Specifically, it is trying to run sqc which is a Perl script, so you likely don't have Perl installed. I would look for the directory where HMMer binaries are installed and check whether those work. If so, you are probably good to go. Chances are actually that easel utilities work as well if things compiled without error messages, but you may not be able to test them using make check.