Running latex on the document has nothing to do with LaTeX2HTML, just with your TeX installation, except for the presence of html.sty. The installation script should have copied html.sty, with or without your assistance, into a suitable location, and refreshed newer TeX versions to be aware of the file. If not, you may have to do this manually using your TeX documentation.
While running latex, some TeX installations do not have the epsf.sty package installed. You should really install that according to your TeX manual. However, to just conduct the test of your LaTeX2HTML installation, it should be enough to simply copy the epsf.sty into the check subfolder with the index.tex file. A copy of the file is here; right-click and select "Save Link/Target as." Then save epsf.sty in the subfolder check of folder l2hsup on the C:\ drive.
For problems with makel2h; is perl.exe in the bin subfolder of the perl folder on the C: drive? Is ghostscript's gswin32c.exe in a subfolder of the gs folder on the C: drive? If you have ghostscript or Perl installed elsewhere, either reinstall them or follow the manual configuration procedure on the web page.
For other problems with the makel2h command, you will have to go through the steps in the manual configuration subsection.
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