when I click eject, but physical not eject, I see this error.
When I physical eject, error no. But, CD I cannot physical eject
I do not completely follow what you are saying, but if you click eject I suspect Windows decides the device is not available (unmounted in Linux parlance), even if it is not actually ejected. But the directory structure is still remembered in the file system cache, so the open dialog works, but the read won't work because the device is not available (not mounted).
This is almost certainly nothing to do with Geany and probably not anything to do with GTK, but is a problem with Windows. With Geany 1.38 you could try the windows native dialogs instead of the GTK open dialog, but because of other problems they cause native dialogs are no longer available in Geany 2.0.