GnuPG error "Could not open file".

This is my first time using GnuPG but it says

“An error occurred: Kleopatra: Could not open file “Install Whonix.exe-1” for reading: Input/output error (218136625)”

Where “Install Whonix.exe-1” it states the directory as well. It also keeps asking me to download something from oracle when I execute the exe file. Is this supposed to happen? The signing key seems to work.
Edit: Btw I’m using Windows

This could be a bug in Kleopatra. You may want to use a search engine to see if anyone else has had a problem with opening a signing key. (I’m sure there are quite a few) Perhaps a solution?

VirtualBox ? Then yes, that is the hypervisor which is needed to isolate Whonix-Gateway from Whonix-workstation from your host OS