“Access Denied” error means you need to check whether the user you are running mongo as has permissions to write and create files in db directory for MongoDB.
My best guess would be you need to create db directory for MongoDB which you might have missed:
Then make sure your user can access this directory. and set your dbpath in mongod like:
"C:\Program Files\MongoDB\Server\4.0\bin\mongod.exe" --dbpath \data\db
If you have not, please follow all the steps mentioned in documentation for Windows Installation.
It gives an overall view of how to download and start
mongod in Windows.
Let me know if you still have any questions!