What is your OS language?

The path you are using is very non-standard.  The default is C:\Users\Public\Documents\Stardock\Dreams

You can't just tell Stardock software where it's installed. It appears you want to install it on One Drive file sharing location or simple terms the Cloud. 

You have to let SD software install where it is suppose to install. The correct path is listed above in reply #1.

I had to remove your image as it wasn't displaying right. You need to just link directly to an image link.

In the beginning of the installation it shows like this after will stop and give me error such above.

No I have not used any tools

In fact, the path does not contain unicode characters (although some of the .html files are encoded in UTF-8), all filenames and file paths are typical A-Z letters. In any case, I'm having no problems on other language versions of Windows, including Spanish and German.

In a screenshot provided by the client, setup factory is correctly using the hard paths for the directories, rather than the corresponding names in Chinese. (C:\Documents and Settings\Users\ApplicationData\...\)

Any other ideas? Can I rebuild in some more favorable way? Or potentially have the setup suppress the error and complete installation, while generating a log of files not installed?