What Windows version you are using ?
Going by the screenshot he posted, I make a WAG and say (s)he is running a Chinese version of Windows XP. That might be the reason that this font is not in his list of fonts. I am pretty sure that the font is available in all "Western" language version of Windows...
Have you checked that font from Control panel Fonts ?
+1
But as mentioned above, I suspect that his/her localized version of Windows doesn't include this font by default. But then it should not be a big deal to install it. Pelle's C IDE (POIDE) doesn't do anything special with fonts, you can select whatever the underlying OS provides...
Ralf