Question: Is there any system/compiler/SDK/IDE that provides an ability to develop desktop applications using JavaScript?

Answer: 
You can use **[node-webkit](https://github.com/rogerwang/node-webkit)**.

It uses webkit to render the webpage and execute the Javascript, and you will have access to all the Node.js javascript API (reading/writing files, …)
Take a look at Appcelerator(http://www.appcelerator.com/).