Go to EF Launcher Settings Menu and check that your CoH Directory is the correct one.
One more thing, you should have installed EF over CoH folder, i.e. if you had this path on the installer was correct:
C:\Program Files\THQ\Company of Heroes
and this one is incorrect:
C:\Program Files\THQ\Company of Heroes\AnythingElse
Also, keep in mind that you need to have installed an original CoH game(vCoH, OF, ToV) in order to run properly EF.