Many players are now able to explore the game world at their leisure and fulfill different objectives.
For a new release, encountering errors and bugs is common, and developers cant foresee every possible scenario.
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Fix 1.

To sort this out, simply copy the files and place them in the correct folder.
Heres how you’re free to do it:
Step 1.
Launch Steam, navigate to yourLibrary, and findKingdom Come Deliverance 2.

Right-punch the game and selectManage>Browse local files.
This will take you to the installation directory of KCD2 on your machine.
In the pop-up window, open theBinfolder, and then access theWin64Sharedfolder.

Select all the items in theWin64Sharedfolder easily by pressingCtrl + A, thenCtrl + Cto copy.
Return to theBinfolder and open theWin64MasterMasterSteamPGOfolder.
Fix 2.

Fret not; there still are opportunities to get this DLL file back.
Consider using MiniTool Power Data Recovery, a robust and easy-to-use data recovery tool.
By default, the path of theWin64Sharedfolder issteam/steamapps/common/KingdomComeDeliverance2/Bin/Win64Sharedand the path of theWin64MasterMasterSteamPGOfolder issteam/steamapps/common/KingdomComeDeliverance2/Bin/Win64MasterMasterPGO).

you could choose a folder to scan and clickSelect Folder.
After scanning, use theSearchfeature to find the WHGame.dll file and clickSave.
Choose an appropriate location to save the recovered file and clickOKto confirm the action.
Fix 3.
To remove Visual C++ Redistributables:
Then, download thex64 filesand thex86 files.
After downloading, launch the setup files for each and implement the latest Visual C++ components.
Once completed, attempt to launch the game to see if the issue continues.
Fix 4.
Typecmdin the Windows Search box, right-click theCommand Promptin the list and chooseRun as administrator.
ClickYesin the UAC prompt.
Copy and paste the command and pressEnter:
sfc/scannow
Step 4.
After scanning, copy and paste the following commands in order and pressEnterat the end of each command line.
Dism /Online /Cleanup-Image /CheckHealth
Dism /Online /Cleanup-Image /ScanHealth
Dism /Online /Cleanup-Image /RestoreHealth
Step 5.
After completing the SFC and DISM scans, enter the following command and hitEnter.
It is asinglecommand, so confirm to copy all of it.
After this is finished, reboot your rig.
Final Words
Now that you know how to troubleshoot the Kingdom Come Deliverance 2 WHGame.dll error.
I believe one of the methods mentioned will be effective for you.