In Windows when you activate Maltego, it will create a license file for your client located here: 


If Maltego does not have permission to write to this location your license file will not be saved. If this is the case you will get an error message saying that your license file could not be saved. You can resolve this issue by running Maltego as Administrator.

In case of multiple users sharing Maltego, use this method: Save your license file in user directory