no, your installation expects it under
C:\Anaconda\Lib\site-packages\sen2cor-2.2.1-py2.7.egg\sen2cor
while it is in
C:\Program Files\Anaconda2\Lib\site-packages\sen2cor-2.2.1-py2.7.egg\sen2cor
I think there went something wrong with the installation of sen2cor.
Enter pip uninstall sen2cor in order to delete it completely and run the installation again as stated in the manual.