It depends on what is happening. Most commonly the app name is too long. Try a short name or choosing a location closer to the root of the drive to export to. If that doesn't work, try moving Wapper to the root of a drive. Windows can have a long file path issue. Having Wapper in the root of a drive gives it a longer path it can use to output the exe. Having Wapper in a location like your downloads folder or desktop actually puts Wapper pretty deep into the folder structure on the drive. And windows has a limit on how long a file path can be, so when you have Wapper somewhere like the downloads folder, the output path to the exe can become too long due to how Wapper uses a built-in toolchain with deeply nested folders. So, having a short app name or moving Wapper will Hopefully fix it for you. You can rename the exe after building, as well.
Edit:
I just looked into it, and you can increase the file path length limit from 260 characters to 32,767 by enabling "Win32 long paths" in Windows settings. I haven't tested that myself, but that should fix any long path issues, I would think.