Well, in cases like this you need to give all the info about the problem. Otherwise, it's like visiting a doctor and saying nothing more than "it hurts".
What operating system are you using? If it's Windows, make sure your active user has the right to write in the game's folder. You can check it via the folder's properties.
If it's MacOS, check out the MacOS guide. If it's Linux, check out Linux guide. These are mentioned in Yorna's description for a reason.