Please try to navigate to your local Documents folder (press WinKey+R and in Run windows paste:
%USERPROFILE%\Documents then press Ok) and in it create
Broken Sword - Director's Cut folder.
If that will not help, then maybe your local Windows account uses non-latin characters? If so, then please try to temporary create a new Windows account, name it using only basic latin characters and then try to run the game. Naturally please make sure to create the
Broken Sword - Director's Cut in Documents folder of that newly created local Windows account.
If that would not be enough, then please follow recommendations from this article: