your video shows / explains nothing about
- what action ( start program?? ) you made and
- what ERROR you got.
also you not explained what you want to do?
if you want learn processing in browser with P5.js
please start with the online editor
later, when you have some working code,
what for ever reason you want run “OFF_LINE”
you can download the project zip to your PC.
and run it with double click on index.html.
and also note that you have a good working environment
if you download processing 3.5.3 here and install p5.js MODE
in both cases you not need to do what you just try to do
and as @glv already told you, you not ( try to ) start ( double click )
p5.js
but here a snap of doing that under Win 10:
-1- download
-2- extract
-3- get
-4- reproduce you mistake ( and get error )
-5- go down to the provided empty example
and double click
index.html
and see a empty browser window ( here firefox ) open.
hope that gives you the right idea how to use/start p5.js