The "command prompt" comes from mingw binary installation of Qt. If you compile from sources you won't have it. If you need and want it, you have to be sure qtvars.bat is in your %PATH%.
No, you're facing a compiler issue here.I'm on vista, but I don't think thats suppose to make a difference.
I'd advise removing all Qt installations from your machine (use uninstallers where possible), rebooting the machine, downloading a clean Qt source bundle and going through the tutorial again. The bundles are tested before being released, so if you get any message about missing files, it means it is some build problem and not an error in source code.
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