You don't need to post the test script; everyone has them.
The problem is with your HDL. The HDL for DMux says
OUT a, b;
There are two outputs from the DMux; you need to have the output from some part connected to 'a' and the output from another part connected to 'b'.
With the code in your original post, I get error in line 4, not 5.
When you get a failure you need to look at View>Output and View>Compare and see what's different and figure out why.
Your part produces Output; the correct values are Compare.
In this case, Output line 4 is
| 1 | 0 | 0 | 0 |
and Compare line 4 is
| 1 | 0 | 1 | 0 |
so when 'in'=1 and sel='0', your 'a' is 0 when it should be 1.
You need to figure out why.
It will help to write separate truth tables for the 'a' and 'b' outputs. Then you can use canonical form to derive equations for each output individually.
I cannot coach you for every error you get. Work at figuring this out yourself.
Another useful resource is Logisim
http://ozark.hendrix.edu/~burch/logisim/ which lets you create circuits visually. You will still need to convert the resulting circuit to HDL yourself.