Can you try stan_demo(1)? If that doesn’t work, your error looks like this thread. Can you try the stuff in that thread?
@spinkney can you reinstall StanHeaders?
This looks like the error: “g++.exe: error: Files/R/R-4.0.2/library/StanHeaders/include/stan/math/prim/mat/fun/Eigen.hpp: No such file or directory”