Quartus Prime Lite Edition 19.1 windows haven't eclipse for nios ii.

Yes, Starting from Quartus 19.1 you have to install the Eclipse after getting the Quartus installed successfully.

Please follow the following link to download and install it:

https://www.intel.com/content/altera-www/global/en_us/index/support/support-resources/knowledge-base/tools/2019/why-does-the-nios--ii-not-installed-after-full-installation-of-t.html

Regards,