You have UAC (User Access Controls) cranked way up, or you are in a "protected" folder, such as "Program Files (x86)", or both. If you type "UAC" in the Search box by the Start menu, you should get a "Change User Account Control settings", or something to that effect. You do not have to turn it off, just down a notch. If you have a Steam version of the game and are in the default Steam Library folder, you are under the sway of a "Program Files" folder, and can either un-install or move SH4 to an unprotected folder, or re-install it in a new Library folder on a different hard drive. See
Moving a Steam Installation and Games. If you have a Ubisoft UConnect download, you can copy the entire contents of Silent Hunter 4 folder and move it to a folder of your own creation, such as "C:\Games \SH4" or whatever, and paste it in there. The licensing will move with the game. The Steam version uses the Steam App for its "security, so is more complicated. A disk version of the game can be handled like the UConnect version, and just be copied and pasted elsewhere. Let us know here what 'brand' and version of the game you have, and where you have it installed. Did you re-install SH4 after upgrading to Win11?