This is a error. If the program starts loading, it means that all the libraries are in their places, but it won't load further because of an error. Try deleting the file Bestiary\Notes.hm
Go to the unzipped folder and delete ALL folders in it. Also delete Options.xml. Move the program to drive D or C. You can not keep programs on the desktop, you may have it protected and not allow the program to work properly. After that, try to run it.
If this is too much for you, download the program archive from the site again and unpack it at once, then run it. You don't need to unpack it on your desktop - you shouldn't do this for any tasks.
If you still have the problem, there is a better solution: download the client https://itch.io/app . Log into it and DM Helpmate will be installed correctly. This is a program like Steam, if you know what it is. With it you will get updates automatically.
If that doesn't help either then I have another option but it's more detailed but try these options first.