So my game file in my rpg maker 2003 game folder does open. The problem is I made a copy of the game file to put on my desktop, but it doesn't open. It just pops up with a message. Ill attach a picture.
Did you just copied only the RPG_RT.exe?
If you did it, it's natural the error cause. RPG_RT.exe is just an interpreter, so it needs to read all the external files like assets, map tree, database, etc. And the ultimate_rt_eb.dll is one of them.
It's recommended that you copy the whole game folder.
If you want to place only the game on the desktop, I recommend you to create a shortcut to the game path.