The "missing file privileges" error message generally happens when the person's Windows User Account has not given their Steam client the proper administrator permissions it needs to access or create files on the storage drive.
Please follow these steps to resolve the issue:
1) Run the Steam client as an Administrator
- Fully close out of Steam and restart your computer.
- After restarting your computer, right-click on the Steam icon > select "Run as Administrator"
- If that does not work, go to step #2.
2) Run Don't Starve Together as an Administrator
- Run Don't Starve Together dontstarve_steam.exe as an administrator in your game folders (\steamapps\common\Don't Starve Together\bin\dontstarve_steam.exe)
- Right-click on dontstarve_steam.exe and select "Run as Administrator"
3) Verify Integrity of Game Files for Don't Starve Together: https://help.steampowered.com/en/faqs/view/0C48-FCBD-DA71-93EB
Should the issue persist, your next, best step is to contact Steam Support for assistance with Steam client-related issues, such as missing file privileges: https://help.steampowered.com/en/faqs/view/6F69-0324-B2DB-6E7E