Hi Gwen,
you could either
a) use a different integration checking method, see https://wiki.gnupg.org/Gpg4win/CheckIntegrity
or
b) check with the explorer or the command lines (dir) command if the file “gpg4win-3.1.15.exe” is actually in the directory that you are in. Maybe you need to issues a few change directory commands (cd) before.
Regards,
Bernhard