Hi liangzhicong,
The nodejs agent still doesn't support windows environment and hence you encountered the issue. The support for windows is under development but a concrete date for the same cannot be committed at this time. You can check https://docs.appdynamics.com/display/PRO41/Node.js+Supported+Environments link for the supported environment with the current agent version and I suggest you to check for the release page for the added support in case of new major version like (4.2).
Best Regards,
Piyush