That is a normal result and you wouldn't normally need to run the utility manually. It gets run automatically when you install Band-in-a-Box, and if you're interested in what it did you can check the log file that it saves.
>>>>>> mergeFolders
source = E:\bb\Soundtrack MIDI Fakebook
dest = E:\bb\Songs and Lessons\Soundtrack MIDI Fakebook
backup = E:\bb\Data\Backup\Misc\
ERROR: source dir does not exist: E:\bb\Soundtrack MIDI Fakebook
Files with STY extension are absent in folder E:\bb\
This means that there was a 'cleanup instruction' to move the SoundTrack Fakebook folder (source folder) from the root of the bb folder to the bb\Songs and Lessons folder (destination), but the source folder didn't exist. This is probably because it's already in the destination "clean" folder. Also, it wanted to move styles from the root to the Styles subfolder but there were none to move.