It's probably because you are trying to hardlink exe/system files and one is locked, either by the system or by the settings in Duplicate Cleaner (Options->Protect important system files).
I wouldn't recommend deleting or hardlinking anything in the Appdata folder - you'll probably end up breaking the operation of your system.
It still doesn't work, even if you disable "Options-> Protect important system files" and even try with a simple duplicate txt file.
The folders in question are from Minecraft and as each installation for each windows user creates duplicate files (C:\Users\myuser\AppData\Roaming\.minecraft), taking up a lot of disk space, I thought Duplicate Cleaner could help with Hardlink ...
You need to make sure the input folder isn't protected in the 'Folders to Search' list, and then re-scan so there aren't files with a padlock next to them in the results list.
In this case, I'm thinking ? that it is because you're dealing with two different (Account) owners; Rogerio & Helena.
I while you, Rogerio, can do what you want with your files, you are blocked (by default) from dealing with Helena's files.