Please, repeat all the steps until the error.
Then go to menu: Tools > Configure Build Lazarus.
You will find a checkbox "Clean all" =>check it.
Then press the "build" button.
This will again take a bit of time, but should work.
If not, check you systems PATH environment.
Does it contain Delphi, or some C, C++ environment?
In rare cases those contain an incompatible "make.exe". But the error does not point to that.
Please go to menu: View > IDE Internals > About IDE
And report the content of the page shown. Thanks.
I have seen this issue happen, when people had more than one version of Lazarus installed. But as you are new, I assume you downloaded just the one?