Problem
An alert with a "Missing file .psd" message could appear if starting CW for the first time you try to print an Step 2 chart without choosen an Spectrophotometer or an inkset with K only, instead of one with four inks at least.
Solution
Here you can select the spectrophotometer (x-Rite i1 Pro3 in this example):
Window where you have to select the plotter current inkset (CMYK in this example):