If you have recently upgraded then I image this is an error reported by FeatureWorks about a missing database. Usually we see this error after a machine has had several installations of SolidWorks on it (or just several attempts). Each installation is not allowed to overwrite the previous installation so they make duplicate parallel folders usually tagged with a “(2)” or a “(3)” on them. In your case, you may have more than one “SolidWorks Data” folder located in your root C-drive and this installation of SolidWorks is pointing to one other than intended. To try to correct this go into your root C-drive and survey which “SolidWorks Data” folders are present, then go into ‘Tools’, ‘Options’, ‘System Options’, ‘Hole Wizard/Toolbox’ and try pointing the program to each one until you find one where the Hole Wizard no longer gives this error.
Of course, if your company has a shared toolbox in a non-default location you would want to point to that and not any of the 'SolidWorks Data' folders cited above. You might just check another SolidWorks machine to see where it is pointing for a Toolbox to check if this is the case.