If you’ve checked to make sure that the .rar file downloaded and extracted fully, then it could just be an error in the expected sample path in the .nki file. To fix this, you can use the “Batch Resave” function in Kontakt to automatically correct the file paths so that you never see that error again. Here’s how to do a batch resave of a Kontakt library.
Go to the File menu at the top of Kontakt. At the bottom of the drop down list that appears when you click on it, you’ll see “Batch Resave” as the last option on the list. Press that and then when the browser window pops open, navigate to the main folder of the instrument you’re having trouble with and press OK. It will scan the .nki files in the library to see if any samples are missing or have been moved. Then, when it asks you where the missing samples are after a few minutes, just navigate back to the same main library folder and press OK again. It will take over from there and resave all of the .nki files with the new proper file paths.
This is a useful trick to know if you ever move Kontakt libraries around or ever see that error with any library. Most of the time, Kontakt just needs to re-search for the proper file paths to the samples and then resave those paths into the .nkis so that it remembers where to look from then on.