Until the beginning of October, my broker was FXCM (UK). Afterward, I switched to FXCM (EU) (using the FXCM plugin).
Now I have to switch again, as their client base has been sold to AvaTrade and TradeNation.

I am now trying my luck with a different broker that offers the MetaTrader platform.
I have opened a demo account and installed the Zorro plugin according to the manual.
Screenshot

Did I overlook something?

https://zorro-project.com/manual/en/mt4plugin

"Access denied" means your PC won't let you access this file. Either you have no access right, or more likely, it was locked by Windows. The simplest way to unlock a locked file is closing all programs and restarting the PC. If you have no access right, make sure to be logged in as a user with all access rights to that folder.

Thanks for the quick reply.
I already checked the access permissions yesterday.
I have full access there.

There are no permissions assigned to the "mt4sock038537xxxx.sys" file ?
Windows says "something needs to be done"

I created a text file there for comparison—see the screenshots.