MSVCP120.dll is a part of Microsoft Visual C++ and is required for running programs developed with Visual C++.
The possible error messages you may receive when trying to download and/or launch Global Protect could be:
"msvcp120.dll Not Found"'
"The file msvcp120.dll is missing"
"File msvcp120.dll not found"
"The program can't start because MSVCP120.dll is missing from your computer. Try reinstalling the program to fix this problem
For these errors you will need to re-install the Microsoft visual C++ Redistributable package which can be found here:
You will see that two downloads exist following the above link. There is x86 for 32bit (x86) Windows, x64 for 64bit (x64) Windows. If you are using a 64bit Windows, please install both.