Hi, the Picker does not select the controllers I have selected in Picker's window.

It says this every time I click: // Error: line 1: No object matches name: malcolm_v200:controlsShapes //

Have I did something wrong while install it? I use maya 2020.1

It sounds like you need to reference the character in instead of opening/importing.
Make sure it has a namespace. Normally malcolm_v200

Yes, I'm definetly sure it was the problem, thanks.