When you cant see the "viewing box", you have no proper Gamestudio version - or your monitor is not connected to your PC

. If you have a legal Gamestudio version installed, when you click "run" the engine starts and you see a window. It shows either your level, or an error message.
When you see something like "Can't open file XXXX", this means that you entered a file in the level that did not exist. Or you entered a script that contains a mistake and does not run. You should then add the file or fix the mistake and then it will work.