The text you type is converted to a number (5) and pushed on the return stack inside a word called EVALUATE or some such. EVALUATE ends with an EXIT, which is just a RET instruction. The result is that 5 is on the return stack and the RET instruction attempts to jump to address 5, which is outside Forth, hence he system goes bang and shows the exception.
Configuration information is saved in:
C:\Users\<name>\AppData\Local\MPE\VfxForth
VfxForth.ini
Useride.ini
or
VfxForth64.ini
Useride64.ini
VFX should have created this directory at installation. Fill in as many as needed in the Options menu. You may have to read the manual a bit - sorry, but VFX is a big system.