I downloaded the game and when I first launch it, this happens. Even restarting or reinstalling didn't help. I couldn't find the game on Steam

I'm sorry that you're having this issue D:
Try going to your main drive at the location\AppData\LocalLow\Polygonheart\and delete the save file/folder there, the game may be having a problem reading it
Also, there's no Steam version unfortunately, the screenshot is referring to one of the elements you can unlock also called steam!

Thank you that worked 

Eyy Im glad it worked :D