So after a new update on my Computer at Work, I did once more download the installation. After compiling with context-mswin I got this file
Command Line: context.exe --synctex=-1 "context-test.tex"
Startup Folder: C:\Users\Hermann\Downloads\context-mswin\tex\texmf-context\tex\context\test\mkiv
startup error : no format file given, quitting
____________________________________________________________________
ConTeXt Compilation Report (Pages: 0)
Errors: 0 Warnings: 0 Bad Boxes: 0
Did I something wrong?
Uschi