Rename the folder name "Warhammer 40,000 Armageddon" as "_Warhammer 40,000 Armageddon" in the Windows "Documents\My Games" folder.
Then please try Step 1 and if the issue still persists try Step 2.
Step 1: Run the game as Administrator
- Right-click the game in your Steam Library.
- Go to Properties, then to the Local Files tab.
- Click Browse Local Files.
- Locate the game executable (the application file).
- Right-click it and go to Properties.
- Click the Compatibility tab.
- Check the "Run this program as an administrator" box.
- Click Apply. Having done this, restart Steam and try launching the game again.
Step 2: Run Steam as Administrator
- Navigate your Steam installation file (By default, it is C:\Program Files (x86)\Steam).
- Right-click the Steam executable.
- Follow the above steps to set it to Run as Administrator.
- Restart Steam.