<b>Game Installation Directory</b>: Select the folder where the game is installed not where the executable is located. Example: C:\Program Files (x86)\Steam\steamapps\common\Euro Truck Simulator
The profiles directory does not contains profiles - Probably you are using Steam Cloud synced profiles. Switch your profile to local removing the Steam Cloud sync.
Seems there is something blocking Trucky from accessing the Internet or Internet is disconnected. Usually a full Trucky reinstall should fix this issue.