I am new here, and completely have no idea about any code as I am just an electrical engineering student.
I followed the instructions and installed Python and Node already trying to install edge impulse in my own laptop.
But I don’t really know what it means and where I can run the code (Python or Node):
You’re probably missing the additional node.js tools, it should be selected when installing Node.js.
In the Windows Menu -> Node.js, you should have an option to install Additional Node.js tools. After that you can retry installing the CLI.
Which board are you using?
The access denied usually means the com port is opened by another application. Can you close the Arduino IDE or any serial application you’re using and run the data forwarder again?