Looks like you didn't take a look at the included README.pdf for how to use the Test Tool! :)
If you haven't generated a .atlas file yet (which from the error looks like it might be the case) then re-export from Spine and create an atlas. The steps to do this are listed on Page 2 of the README.pdf in the Test Tool folder.
Once you have your .json, .atlas and .png files, copy them into the same directory as the Test Tool exe file (spineSlotExt_Test_Tool.exe) and it should work.
If you want to load your skeletons from any other location than the same folder as the exe, then you need to edit your atlas file and add the additional file path data. This is also explained on Page 2 of the README.pdf manual.
As I mentioned though, the quickest way is just to just drop your 3 files into the same folder as the Test Tool exe and load them from there.
If this still doesn't work, then you may have an issue with the path in your .atlas file not pointing to the correct path for the .png file. It's hard to say without seeing the files or knowing how you have things setup inside Spine.
Take a look at the .atlas files for the example skeletons in the "examples" folder to see how "examples/" has been added to the png filepath.
If you copied your files into there then you would edit the .atlas and add "examples/" to the png filepath, the same way as the ones already in there have had this added to their .atlas files.
If you are still having issues let me know and I'll be happy to work through them with you and get your skeleton loaded in or a take a look at the files and see what the issue may be.