It seems you didn't manage to convince your text editor
to use the correct file suffix, since your file is called test.ly.ly
instead of test.ly. If you used the LilyPad editor that's started
when you double-click on the LilyPond icon, my guess is that
you should not manually specify the file name
After installing the latest stable Lilypondversion I tried to follow the first
steps instructions and did not get a useful result
# -*-compilation-*-
»C:/Daten/test.ly.ly« wird verarbeitet
Analysieren...
Interpretation der Musik...[2]
Vorverarbeitung der grafischen Elemente...
Layout nach »C:Daten