EDIT: I did not read the screenshots carefully enough. It looks you have the compiler installed, but compiling lxml fails for some reason.
It seems a very recent problem, see if these posts on StackOverflow help you:
http://stackoverflow.com/questions/3...scrapy-install
or
http://stackoverflow.com/questions/3...85756#33785756
Once you have lxml installed, try pip install penelope again.
=== === ===
Alternatively, you can get Penelope by source:
https://github.com/pettarin/penelope#from-source-code If you do not read/write XML files, not having lxml should not prevent Penelope from running. (You might need to pip install marisa-trie separately, if you read/write in Kobo format)