If you are using dviout in TeX Live, the setting
must be ok, so I don't know how to solve your problem.
If you have installed dviout yourself,
you have to set the full path for gswin32c.exe at
Options---> Setup parameters... ---> Graphic ---> gsx:
like
c:\gs\gs9.15\bin\gswin32c.exe
> And when I want to convert it to PDF, the figure did not appear....
The option in test.tex was not appropriate for dvipdfmx,
since you are saying about dviout.
But in this special eps, where llx = lly = 0, the inclusion
of the eps in dvipdfmx is ok and
ptex2pdf -e -l test
creates a correct test.pdf here.