Hello Patricia. From the error message, it sounds like the tool cannot find the python script it needs in order to run. In Windows Explorer, go to the folder where you saved the Display GTFS in ArcGIS toolbox. There should be a subfolder called "scripts". Inside there, there should be a file called "DisplayGTFSRouteShapes.py". If that file is missing (or if the entire "scripts" folder is missing), then the tool will fail. If that's the case, try downloading a fresh copy of the toolbox.