I installed the files according to the instructions from the website, the only thing that I did differently is that I edited the xml in order to keep the VM files somewhere other than the default location. Whonix-Gateway seems to work fine.
I wanted to include a link to the picture hosted in imgur that shows the error message, but since I’m not allowed to post links I’ll just leave the code to the image hosted on imgur: 4YlTPoZ.png