Is a VPN needed to download this game?

[KYTundra 0]

I bought this game about 2 days ago and I still can not play it at all. The launcher will not work, it cant find my file destination for some reason,  and the game will just refuse to install. Is there any reason why the game wont install. I am always met with "Error while downloading and installing the game Could not find file '\\?\C:\Battlestate Games\BsgLauncher\Temp\BsgLauncher.0.3.3.495.distr'."