Has the game ever run successfully on this computer? Or never? What antivirus app do you use? Add stellaris.exe to the exceptions list of your antivirus app; ESPECIALLY if you have Windows Defender, add it to the Ransomware "Apps Allowed Through" list If you exit the Steam app and run stellaris.exe directly from File Explorer, do you get a Windows error when it fails then? Or what happens?  

That error usually means a bad or missing Microsoft module, commonly Visual C++. Please Install ALL these Microsoft modules:

Download Microsoft Visual C++ 2010 Service Pack 1 Redistributable Package MFC Security Update from Official Microsoft Download Center

A security issue has been identified leading to a vulnerability in MFC applications that are built with Visual Studio 2010 and ship the Microsoft Visual C++ 2010 Service Pack 1 Redistributable Package. www.microsoft.com

Download Microsoft Visual C++ 2015 Redistributable Update 3 RC from Official Microsoft Download Center

This update is the latest in a cumulative series of feature additions and bug fixes for Microsoft Visual C++ 2015 Redistributable. www.microsoft.com

Download DirectX Redist (June 2010) from Official Microsoft Download Center

The Microsoft DirectX® End-User Runtime installs a number of runtime libraries from the legacy DirectX SDK for some games that use D3DX9, D3DX10, D3DX11, XAudio 2.7, XInput 1.3, XACT, and/or Managed DirectX 1.1. Note that this package does not modify the DirectX Runtime installed on your Windows... www.microsoft.com (run dxsetup.exe after extracting from this download) THEn go here:

Latest supported Visual C++ Redistributable downloads

This article lists the download links for the latest versions of Visual C++ Redistributable packages. support.microsoft.com And run the x86 and x64 installers there. Please let me know what happens with each one of those 5 installs, any error or problem.  

Probably one of those DLLs was corrupted or infected by malware. Glad you got there so quickly , well done!  

filip133 said: How you rebuild your OS? I've on new laptop error with VS C++ and .NET Framework, and I can't run Stellaris :/

That is not something we can help with. But your problem is very unlikely to need that. Make your own thread here, and give full problem details and history, and system details. Thanks.