It means you have to download RTP data from the RPG Maker website. You can either do that or wait for the developer to upload one with that data included. Honestly, doing the former saves more time and space since a majority of RPG Maker games uses that.
RTP data stands for run time package. It's used in RPG Maker games to make it a smaller download size.
If you want to download it, click on the RPG Maker VX Ace one since that's the engine used for this fangame.
http://www.rpgmakerweb.com/download/additional/run-time-packages