What version of Windows are you using? Windows XP?
Try changing the following line in your local copy.https://github.com/enigma-dev/enigma-dev/blob/master/settings.ey#L40
Change it to the following.
Also make sure the ProgramData folder exists on C: or whatever root drive you have, if it does not, please create it, the ENIGMA folder inside of it as well.
Finally, is this an EGM you are trying to compile?