As I said, this error is caused by improper installation to the CoH folder; most likely it is not quite where it needs to be. You need to install it to the exact directory I just described, to "Company of Heroes Relaunch", otherwise it will do exactly what you described.
If you still have trouble, you can check out this video,
Youtube.com
or head over to the Europe in Ruins forums, where we will be able to go into more detail with pictures and the like.
Apologies for the late reply BTW; I'm not on this site often.
Dauntless07
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