Screenshot way to small to read anything :/
From the look of it there no .dll file in the folder. I hope they're set as hidden file with the folder option of not displaying them. Else you miss them all
If the game isn't patched with a partiel you're also missing the RGGS file (but the game seem to be patched from the high number of folder).
There don't seem to be jap symbol in the folder pathway that make window think the exe is a virus (never understoff window reasoning here) - and when that happen there an error pop up.
So, first check for hidden dll.
In my game folder, I got folder :
Audio
Data
Graphic
System
TRGSSX
and 4 dll file :
bado_bmp
TRGSSX
WFExit
wfMessage
If you got everything, and no error pop up I dunno what the cause, except maybe some corrupted file...