Failed to open file: Access denied (Error 5) or "Failed to open file: The system cannot find the file specified (Error 2)
Error 5 or error 2 usually indicates that GG Downloader can't access game files downloaded to the folder you have specified.
Please make sure that the folder you selected is not protected by the system and you have full admin rights. Just re-download the game to another folder or hard drive. Keep the download path as short as possible e.g. C:/ProgramFiles/GameName.