How can I get to work it on Windows? Or it’s not possible?
I don’t know anything about Windows, but I wouldn’t be surprised if you couldn’t configure it to send you an E-Mail when a scheduled task fails.
The MAILTO environment variable is cron-specific so that won’t change anything on Windows.
So, at the current moment I cannot send emails when job is done(or not)?
The Mail is not sent by Matomo, but by cron on Linux, so this is quite independent of Matomo (you could use the same trick on linux to get notifications for every other program).