The first project I tried to compile was the esp_iot_rtos_sdk, and I also had the problem with the missing "xtensa/xtruntime.h", but I added the xtensa files as described by amatron... and now it compiles! (so, thanks to you too amatron!). I was also able to load and compile the at_v0.20_on_SDKv0.9.4 project as well.
I'm away from my ESP8266 boards, but I will try out the compiled bins in a few days.
Happy Holidays to All, and thanks again for helping us get a working build environment on Windows.