I was having this problem today on a fresh install of Kdenlive on Windows. 

Whenever I would try to add a clip to my project, Kdenlive would return the following error:

kdnlive "cannot open file" windows

I felt it was a problem with file permissions so I ran Kdenlive "as administrator" and I no longer had the error. After that when I ran Kdenlive even without Administrator privileges I didn't encounter the error any more.

It may have been that running it as administrator fixed it somehow, but also it may have simply been restarting the program that fixed it. I remember in a past version of Kdenlive for Windows, the instructions said you had to run Kdenlive once and close it before it would work properly. Maybe the same thing is happening here.