The problem is the creation of the link from plugins/spm12/spm12/toolbox/cat12 to plugins/cat12/cat12.
Can you run Matlab as an administrator (right-click on Matlab in the startup menu, and you should find a menu to do this) and try again?
You don't have to uninstall/reinstall CAT12, maybe you can just try to execute the following command in the Matlab command window after starting Matlab as an admin:
bst_plugin('Load', 'cat12');
bst_plugin('LinkCatSpm', 1);