So you wouldn’t be the only one. There are four (4) steps involved:
- Download de-Clicker.ny. See here: Updated De-Clicker and new De-esser for speech
- Install it: Tools > Nyquist Plug-in Installer… See here: https://manual.audacityteam.org/man/installing_effect_generator_and_analyzer_plug_ins_on_windows.html#nyquist_install
- Enable it: Tools > Add/Remove Plug-ins… See here: Plugin Manager - Add / Remove Effects, Generators and Analyzers - Audacity Manual
- Run it: Effect > De-Clicker… (It may be in the second set of effects near the bottom).
So, at what point are you getting “file cannot be found” ? Do you want to post a screenshot ?