embed-multi shows no error for invalid file paths

[m0nac0]

I found out about this while I tried getting embed-multi with the --files option to work on windows. If I specify an invalid path (e.g. because I use windows-typical backslashes instead of forward slashes or because I specify a non-existing folder), I don't get an error, but a progress bar that quickly reaches 100%.

I think it might be a good idea to show an error here to prevent confusion.