Hi,
even if the post is very old, I want to answer it. It may help others:
A complete list of software requirements is always included in the release notes. For the actual Intel C++ Composer XE 2011 for Windows* you need a software development environment from Microsoft because of some libs and tools. A complete list for this release can be found at:
http://software.intel.com/en-us/articles/intel-c-composer-xe-2011-release-notes/For example to build 32 bit applications from command line with the Composer XE 2011 you need either a version of Microsoft Visual Studio or a version of Microsoft Visual C++ Express Edition installed. You find more info about that with the exact versions needed in the release notes.
Alex