Why can the Views Gantt module not find the DHTMLX Gantt JS library?
Are you sure the dhtmlxgantt JS library is located in: sites/all/libraries/dhtmlxgantt ?

Within that folder you should have extracted the original library which should have:
sites/all/libraries/dhtmlxgantt/codebase and sites/all/libraries/dhtmlxgantt/samples.

Also make sure the "dhtmlxgantt" folder name is all lower case.