Plinius -
To have a Windows version of Trace Collector you would need a Windows version of MPI. As henry pointed out, the INtel MPI Library does not currently run on Windows. There is one commercial version of and MPI implementation that is designed to run on Windows (MPISoft, I believe). The folks that brought you MPICH have a Windows version of their library, too. I've not used this, but I do know that the Linux versions of MPICH have come with the jumpshot utility that does performance measurements or MPI execution. There is a GUI that goes along with this for viewing profiling data collected. If this is included in the MPICH for Windows, it could be what you're looking for.
We're seeing more interest in Windows-based clusters lately. I would not be surprised to find more and more MPI implementations and tools crossing over as that market begins to grow.
-- clay