@starry-abyss Yep in a way it kinda fails. In the hxcpp library folder, where there's toolchain/msvc-setup.bat, it can be checked if the folder paths it's trying to search is correct. I use HaxeDevelop and it's a fork of FlashDevelop so they work exactly the same and I kinda had a similar issue like yours where it had problems with finding windows.h. I had the SDK actually installed in Program Files(x86)/Microsoft SDKs/Windows/v7.1A but the folder path set in the batch file is only 7.1A: simple name change did the trick.
As for cl.exe not recognized, I ended up with that error when I tried to force hxcpp to use MSVS 2011 (or was it 2008?) for compilation. It used MSVS 2012 by default and it works fine, although of course the Visual C++ libraries for 2008, 2010 and 2012 were installed as well.
Just posted for others who may be having problems like this to see where the issue is.