I have tried to run the sequenza.extract example on windows and by debugging into it I have seen it relies on running gzip and cut from commandline in the function gc.sample.stats. These tools are linux specific and they are not present by default on windows. I don't know if they can be installed or not, but please change your user Guide: it says you support Windows installations.
The test script:
library("sequenza") data.file = system.file("data", "example.seqz.txt.gz", package = "sequenza") test <- sequenza.extract(data.file)