Since you use PCTeX, refer to the PCTeX documentation for how to install a package. I can tell it just for free TeX distributions, such as MiKTeX and TeX Live. You use a commercial TeX, for which you can expect support by the publisher or distributor, regarding it's TeX software maintainance.
ditka wrote:I think the editor type has nothing with that.
PCTeX is not just the editor. It contains an editor, but it is a complete TeX system with its own package management. That's why it's needed to integrate pgf with PCTeX. It's not just copying tikz.code into your directory. pgf is a complex package with a lot of files sorted in folders which go to different places in the TeX directory structure.
If you cannot use PCTeX features for installing, you can download and manually install the pgf tds file. Have a look at Downloading and Installing Packages. There's a nice explanation.
With TeX Live or MiKTeX, instead of PCTeX, it's just a few clicks in the package manager.
Hi! That error usually means your PGF/TikZ package is outdated or not properly installed. Try updating your TeX distribution or reinstalling the TikZ/PGF packages. PCTeX might have old versions that don’t support some commands used in your code.