The "NLE0001: 'Main Directory' setting not found" is due to a missing 'machine.cfg' file under 'drive_c/Program Files/GOG.com/Creatures Exodus/Creatures 3'
Here is a working machine.cfg:
"Auxiliary 1 Backgrounds Directory" "C:\\Program Files\\GOG.com\\Creatures Exodus\\Creatures 3\\Backgrounds\\"
"Auxiliary 1 Body Data Directory" "C:\\Program Files\\GOG.com\\Creatures Exodus\\Creatures 3\\Body Data\\"
"Auxiliary 1 Bootstrap Directory" "C:\\Program Files\\GOG.com\\Creatures Exodus\\Creatures 3\\Bootstrap\\"
"Auxiliary 1 Catalogue Directory" "C:\\Program Files\\GOG.com\\Creatures Exodus\\Creatures 3\\Catalogue\\"
"Auxiliary 1 Exported Creatures Directory" "C:\\Program Files\\GOG.com\\Creatures Exodus\\Creatures 3\\My Creatures\\"
"Auxiliary 1 Genetics Directory" "C:\\Program Files\\GOG.com\\Creatures Exodus\\Creatures 3\\Genetics\\"
"Auxiliary 1 Images Directory" "C:\\Program Files\\GOG.com\\Creatures Exodus\\Creatures 3\\Images\\"
"Auxiliary 1 Overlay Data Directory" "C:\\Program Files\\GOG.com\\Creatures Exodus\\Creatures 3\\Overlay Data\\"
"Auxiliary 1 Resource Files Directory" "C:\\Program Files\\GOG.com\\Creatures Exodus\\Creatures 3\\My Agents\\"
"Auxiliary 1 Sounds Directory" "C:\\Program Files\\GOG.com\\Creatures Exodus\\Creatures 3\\Sounds\\"
"Backgrounds Directory" Backgrounds
"Body Data Directory" "Body Data"
"Bootstrap Directory" Bootstrap
"Catalogue Directory" Catalogue
"Creature Database Directory" "Creature Galleries"
"Display Type" 2
"Exported Creatures Directory" "My Creatures"
"Game Name" "Docking Station"
"Genetics Directory" Genetics
"Images Directory" Images
"Journal Directory" Journal
"Main Directory" .
"Overlay Data Directory" "Overlay Data"
"Resource Files Directory" "My Agents"
"Sounds Directory" Sounds
"Users Directory" Users
"Win32 Auxiliary Game Name 1" "Creatures 3"
"Worlds Directory" "My Worlds"