The entire message I get:

C:\ProgramData\Gog.com\Galaxy\changelogs\de-DE.htm
An error occured whilte trying to create file in the destination directory.
C:\ProgramData\Gog.com\Galaxy
--------------
Have had this exact error for a year.

It means, attempts at installing Gog Galaxy fail.
In other words, I can't install.

It also means, I can't install any - games I happen to own.
As I always get similar error, claiming a file exists.
Hence, file can't be written into the proper destination.

The interesting thing, when I do search on my computer.
--I've never been able to find the directory at all.
Or for that, any file - named ProgramData\Goog.com.

Anyone with know-how to parse this?

To install your games, you don't need to bother with the galaxy client. Just go to your account - https://www.gog.com/en/account - scroll down past the blue galaxy client banner, and download the game installers.

Tried that, however game I tried installing that way - got a missing component, and both times I tried installing it, I received similar complaint, that there exists a file that game is trying to write in - already, yet it actually doesn't.
When I told installation to move on, that file wasn't installed -- then game doesn't work, due to missing component.
--So, what's happening, the installations are making spurious claims about - file being present - which actually isn't, thus they can't write the file in - so if I tell installation to move on, then the game doesn't work, as file wasn't installed.
Weird don't you think?
--The problems with all the installations appear, related.

You couldn't find ProgramData or Gog.com?

ProgramData, is a hidden folder. You can either enable viewing hidden items, or press the Windows Key + R and in the Run dialog type:

%programdata%

or go to the Command prompt and type:

explorer %programdata%

Yeah, the hidden folders - had sort of forgotten those -- yeah saw something in program data called, Gog.Com.
I'll try run set-up again, maybe I have to delete some parts of that folder, even the entire content thereof.
Little experimentation.