It means the PC doesn't see the audio/MIDI interface at the time, so Hauptwerk can't use it. Either Hauptwerk is being started before Windows has time to configure the interface after login, or the interface has a fault. Device Manager should show whether Windows sees the device. Reinstalling the software/drivers for the audio/MIDI interface and updating its firmware would be some first steps to try.
This isn't uncommon. I have to delay starting Hauptwerk for my audio interface to start first, and the time varies from 15 to 20 seconds after logging in. Sometimes I also have to power my MIDI interface off and on again, after logging in and trying to run HW, before Windows and HW can use it.