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EDIT - never mind. While I have a similar sounding bug, it's really different, since OP clarified, that it happens on Windows, while mine is on Linux. I'll file a separate bug about it.
 
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Hi @Galipette! Sorry to hear you're having issues.

We've seen this problem pop up for a couple other users who had special characters or leading/trailing spaces in their Steam directory file path.

Could you try the following for me? In Steam, go to "View -> Settings" and go to the "Downloads" section. Click on "Steam Library Folders" and check if any of the folder names there have special characters (such as '#'), or if they start or end with a space. If so, the problem is likely caused by the game not being able to find the directory where some of the files are stored.

If that's the case, then it can be solved by creating a new Steam Library folder without special characters or leading/trailing spaces and moving/reinstalling the game there.

If what you're seeing doesn't match what I've described or if you're having more trouble for any reason, let me know and we'll figure out the issue!

Thanks,
-Taylor