In addition to Rui's question, is NVDA actually running when you do this?

I've received this error on a couple of occasions where I double-clicked on an NVDA add-on file when I didn't have NVDA running.

I realize that this is not likely to be your situation, but because it is within the realm of possibility, I had to ask.
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Brian - Windows 10, 64-Bit, Version 21H1, Build 19043  

The difference between a top-flight creative man and the hack is his ability to express powerful meanings indirectly.

         ~ Vance Packard