Ive had this similar problem where I tested out what will happen if I put the Feral Hart icon on my Local (C:) drive and the actual game components in a external drive. When I started to click the icon it said the exact same things as well. So, chances are you didn't out in the right components in the right folder. Make sure you out your Feral Heart download in your Local (C:) drive so that functional window functions can run thous files in order for you to play.