I've fixed the problem. I had to change this:

> store node (id=2, comment = 'Slave node');

To this:

store node (id=2, comment = 'Slave node', event node=1);

to explicitly specify an event node. I spotted that there was a notice
on slony.info that slonik scripts ought to explicitly specify an event
node because it is no longer implicit as of 2.0, but it wasn't
immediately clear how to do this.

I also found that I had to transfer the Slony SQL scripts to
C:\MinGW\local\pgsql\share, where Hiroshi Saito's Slony-I 2.0.2
package looked for them.

Replication is now working.

You should consider updating the "Replicating your first database"
page of the docs so others don't repeat my mistake,

Regards,
Peter Geoghegan