This error indicates that you must point the Allegro "scriptpath" to the downloaded files. Directions to update Allegro scriptpath
In Allegro, select Setup > User Preferences
In Categories, select Paths > Library
In Category : Library, click ... after scriptpath
The scriptpath Items window shows where Allegro looks to find script files
Place a copy of the downloaded .zip archive file contents in one of the paths in the scriptpath
Restart Allegro upon making changes to the padpath settings