This error should not occur, if you have purchased a license for GAMS/CPLEX.
If you are using a GAMS/CPLEX-Link it is mandatory that the ILOG license manager is also installed and running properly.
You also need to set an environment variable ILOG_LICENSE_FILE to point to the ILOG license file access.ilm.
c:\ilog\ilm\access.ilm exists or that
ILOG_LICENSE_FILE environment variable is set to your
access.ilm license file; then run
Also your Cplex documentation should be able to tell you more about this.