Sorry to hear you are having trouble.
Please try whitelisting the game with any anti-virus software installed.
Or this suggestion from the support FAQ if the above doesn't work.
Error: Could not create your Galactic Civilizations IV user data folder.
On Windows, go to your 'Windows Defender Settings' --> 'Virus and threat protection --> Ransomware protection --> Turn off 'Controlled folder access':
https://support.microsoft.com/en-us/windows/allow-an-app-to-access-controlled-folders-b5b6627a-b008-2ca2-7931-7e51e912b034
Thank you for your patience and patronage.