Hello! You just need to remap the HDRI map
When I go to remap the HDRI map, it's looking for city.exr file which is not included in the downloaded zip.
This is a standard HDRI card, you can find it C:\Program Files\Blender Foundation\Blender <version\<version>\Datafiles\Studiolights\World\
Either load your HDRI map, or delete it altogether