Does fasm.exe (the command line tool) require any configuration files (like fasmw.ini), cause I can only compile with fasmw, not fasm ... (it always says "cannot fand blabla.inc")

Command line uses only the environment variables, like the INCLUDE one. How to set up environment variables it depends on what version of Windows you use.

I'm using XP, so it means I have to add the INCLUDE dir to the PATH ?

no, eg. if FASMINC (enviroment variable) points to c:\fasm\INCLUDE\ and you have inside your source it is parsed into

for setting enviroment variables there is plenty of methods described here in fasm board, and im sure google shows up decent 'tutorials' how to set one...

edit:
here, i googled for you:
http://www.chem.gla.ac.uk/~louis/software/faq/q1.html#winXP

With the INCLUDE itself it's more like with other command-line compilers - it 's the list of semicolon-separated paths where to look for the include files. When you've got INCLUDE defined, the name of file itself is enough, as assembler will look for such file in all the paths specified. So it can be then like: