First, click on this link https://www.dll-files.com/rgss202e.dll.html and then download the file and extract it into the root directory (EG: Documents/EpicWorld/)
Second, go to the RPG maker website and download the RPG maker runtime protocols (RTP for short), the one you need for this game is just the VX version. Extract that anywhere and run the installation. Then the game should run!!