While I can’t read Chinese/Japanese(?) That looks like the error box that pops up when trying to run the packaged game but are missing cooked content. That would be consistent with the executable name (UnrealGame.exe) your IDE is showing.
You probably have the wrong configuration and want to run the Editor build instead of the Game build. Or you’re posting in the wrong place (since Editor Scripting doesn’t do any good for game builds).