Try renaming that folder to just "huntercoin" thats not the right name of that folder.
Yes, you need to rename the folder to "huntercoin". If you run the executable as is, the huntercoin directory will be created. However it will start downloading from block 1 because its using the default directory. Essentially you have three options, from easist to hardest.
1) Rename the folder to AppData/Roaming/huntercoin
2) Create AppData/Roaming/huntercoin and copy over the dat files
3) Create a shortcut and use --datadir argument to point to the current directory