Please try again (you need to download http://distribution.contextgarden.net/setup/context-setup-mswin.zip again). I added the missing dll. If any other file is still missing, please say which file exactly.
That is a mixup of 32bit and 64bit binaries. Note that dlls and exes are different for 32bit and 64bit versions, even if names are the same. I uploaded temporarily http://members2.jcom.home.ne.jp/wt1357ak/context-mswin.zip
I don't know installers, so context-mswin.zip is only for Mojca, not for general users. I'll remove it if Mojca download it.
Complete set of 32bit luatex and luajittex are in context/bin/win32, and complete set of 64bit luatex and luajittex are in context/bin/win64.