The plugin of FortiClient is asking for the FortiSSLVPNClient.exe file, however with FortiClient 5.2.1 or higher, the file is not present in the installation folder.
Duplicate the Forticlient.exe file in the installation folder of Forticlient and rename it to FortiSSLVPNClient.exe. In Remote Desktop Manager, click on File - Options - Path to configure the appropriate folder path to retrieve FortiSSLVPNClient.exe.
The CLI for FortiSSL is not included anymore with the download of FortiClient. You need to download the tools related to the current version of FortiClient here.
However, you need to have a support plan with Fortinet to download the tools. If you don't have a support plan, try to contact Fortinet directly and ask them to send you the file.
The file FortiSSLVPNClient.exe need to be saved in the installation folder of FortiClient.