The problem is due to the file installer.dat missing from the installation folder. The easiest way to solve the problem is to delete the installation folder and then install the client again.
Before you delete the installation folder, you may need to close the client and the service OVPN Service.
Once you've done that, you'll need to find the folder OVPN under C:\Program Files (x86). Once you've located the OVPN folder, delete it, which can be done most easily by just clicking the delete key on the keyboard. Do note that you should only delete the OVPN folder, not the entire Program Files (x86) folder.
Once it has been removed, you will need to download and install the client again from the installation page: https://www.ovpn.com/en/guides/windows
During the installation process, you may receive some error messages due to the folder being deleted manually. You can safely ignore those messages as they are already installed on your computer. If you choose to uninstall the client at a later date they'll be properly uninstalled.