Hi Atul,
Happy holidays to you too!
It's exactly what I suspected - some of the tools can't run on Windows 8 (because there is no corresponding native library defined for that OS). I am not sure if that's just a lapse or the sapjvm_inspector.dll is really not compatible with Windows 8, so I'll contact the colleagues responsible for it.
In the meantime, if you have access to a machine with Windows 7, Vista, etc. or some Linux or Mac OS, you could install the tools there. If not, one option could be to use a virtual machine for that.
Cheers,
--Vlado