I have just installed Ciao Development environment for Windows and I am trying to compile the example of this section of the manual ( I used the CD command first): http://www.ciaohome.org/Legacy/ciao_html/ciao_4.html#SEC50

My error appears when I try to use ?- make_exec(hw,_). I took a screenshot  that I attached to this email.

It seems that you do not have write permissions in that directory? In that case either change the permissions or simply copy the examples folder to some other place where you have write permissions and try again.