This most likely due to you having moved the KSP executable, (KSP.exe). You are not supposed to move anything out of the KSP root folder (KSP_win). If you did move it, please try putting it back, then everything should work. Another cause may be you trying to run the .exe file directly inside the zip file. In this case, you have to extract all the contents first. We recommend you use the installer rather than the zip file for an easier experience.