Interventi di Howard Miller

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If you want to convert documents then you need to set up some sort of document converter.

There are a few. None work "out of the box" and all require some effort and configuration. Starting point - Document_converters
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Again, if you're only telling us half of the story then we can't help you. You're giving us all sorts of conflicting and incomplete information.

"It didn't work" or "I got an error" doesn't give us anything to work with.

IF you are using some sort of installer - I'm not sure that you are - then you need to speak to the provider of that installer. These are not official or sanctioned by Moodle.
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"But after upgrade there is a problem with dedicated forms and themes."

Like Visvanath, I know nothing at all about Windows but you seem to be making the right sort of checks. If you have got the correct versions of software and the upgrade completes (I'm still not clear about that), then you're going to have to tell us what this "problem" is. Otherwise, I can't see how we can help.
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"After each intermediate upgrade step, the Moodle service failed to start"

...I'm unsure what you mean. Surely, if you'd upgraded from 3.8 to 4.0 and it failed you would stop there. You wouldn't take additional steps? I'm not sure why you're heading for version 4.4, as this is (effectively) unsupported. 

As you have to do this in more than one step, let's look at the jump from 3.8 to 4.0. Please confirm that you read the release notes (https://moodledev.io/general/releases/4.0) and that your environment meats all the requirements?

If so, what exactly were the errors? Especially the PHP errors.

Do you have a test environment to try this out on? If your system is critical, then you should...

(See also, http://www.syndrega.ch/blog/#php-and-dbms-compatibility-of-major-moodle-releases)