Beyond downloading a copy of the Rosetta code, you also need to download the database directory to your computer. It contains important data files used by Rosetta during runs (for example, the definitions of what atoms are in alanine, or what the Lennard-Jones radii are).

You have to specify the path to this database directory in the command line to run Rosetta simulations. For example: rosetta.linuxgccrelease -database mypath/rosetta_database other_flags