You do not have a Golaem license. Sorry but in this case, you cannot run simulation. Check your Maya script editor, you should have a message from Golaem about the license being found or not. More details about licensing here
You are playing frame 1 (the same also happens if you are in cache mode). Golaem never simulates nor export frame 1. This is because it relies on Maya internal structures which are not yet initialized at frame 1. So click next and try frame 2! (note that if getting a frame 1 is important for you, there are some ways to deal with this and change when Golaem inits, but you always need 1 frame of preroll)
Your character geometry (.gcg) file is not found. You should get some warnings about this in the Script Editor. You can relocate it by opening your character (.gcha) file in the Character Maker and using the Relocate button
