What kind of hosting are you using?
It seems you don’t have the permissions to create folders or upload files..
/wp-content/plugins/wp-gpx-maps/ <- Plugin installation files
you should also find these folders:
/wp-content/uploads/gpx/ <- where the gpxs are uploaded
/wp-content/uploads/gpx/~cache <- cache
if you can’t find them you have to manually create and give the read/write permissions.
You can also upload your gpx files inside /wp-content/uploads/gpx/