Ok, thank you.
I realized what was the problem why I can't generate the gcode and why was my preview windows empty all the time.
Eagle is simply unpredictable what settings are used each time you open it.
In my case, a checkbox was unchecked under:
There is an option "Ratsnests processes polygon".
If this option is not checked the pcb-gcode won't do the job.
You won't get the gcode and the viewer window of the pcb-gcode app would be empty.
Actually, the menu "Set..." is some kind of "Settings" menu.
Why the name "Set..." this is a mystery.
Again, I use the Eagle 9.2.2 version and at this moment the pcb-gcode version 184.108.40.206.
I also checked all other versions of pcb-gcode what I found on the net, and they are all working
On Eagle 9.2.2 and with the most up to date Java version which is in my case Java version 8 - update 191.
I hope this will help somebody in some time...
My best regards.