During testing, running latex on the document has nothing to do with LaTeX2HTML, just with your XEmTeX 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 XEmTeX to be aware of the file. But Murphy rules. In case of problems, you can search for html.sty to see whether it is in a suitable location and refresh XEmTeX by running mktexlsr from the Windows Start menu Run line.
During the latex command, in case for some reason you do not have the epsf.sty package installed and do not know how to install it in XEmTeX, 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.
Otherwise this installation is not supposed to fail unless you do something like logging in without administrative privileges or your disk is full/broke. If you cannot figure it out, contact me at l2h@dommelen.net with info what is wrong and what error messages have shown up. Make sure to note that you used the XEmTeX script.
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