Your index.html file is in your html folder, which means that PsychoPy is looking for Demographics.html there. You could copy the html file to the html folder or you could address it in PsychoPy as …/Demographics.html to tell PsychoPy to look in the next folder up.
However, if you upgrade to PsychoPy 2021 then you may run into other issues with using the html folder and need to rebuild your experiment without it. Here’s a link about that.