It looks like a permission issue.
Try to open Tableau Desktop as Administrator and test if the issue still persist.
If everything is working as expected when open Tableau Desktop as Administrator, than most likely some administrative privileges on the computer are impacting Tableau Desktop.
Uninstalling Tableau Desktop and reinstall it by running the installer as administrator may be a good step.
You can download Tableau Desktop from release page below.
I also found a similar error "File not found. Check the file name and try again." in Microsoft Community link below, some users have found success by turning off "Controlled folder access."
I hope this help!
Turning off "Controlled folder access" worked - thank you so much!
I'm really happy that turning off "Controlled folder access" resolved the issue.
Marking the workaround suggested as helpful (click on "This helped me start - Yes"), will help other Community members that may encounter this issue.
Thank you and have a great day!