This is most likely due to launching Cinema 4D directly the first time, rather than opening Cinema 4D out of Adobe After Effects, as described here.
To start Cinema 4D using or activating a free "Lite" license, create a Cinema 4D file inside After Effects as described above and Cinema 4D will start automatically.
The first time it wants you to connect to your MyMaxon Account, which you can manage your Licenses from Maxon.
If you don't have a MyMaxon Account, you have to create one first.
Inside the account, you can activate your free Cinema 4D Lite license now.
You can even use a full license of Cinema 4D if available instead of this Lite license by changing this in the Effect Controls window.