If you see this error it is because the limitation of 256 subdirectories for real-time in Windows is set for performance reasons. That limit means that you could monitor one directory with less than 256 subdirectories, or for example, two directories with 128 subdirectories each one.
This limit refers to the total number of directories and subdirectories folders monitored in real-time.
If you would like to change this limit, you may do so with the following steps:
On the HUB vim /var/ossec/etc/internal_options.conf
Find the setting for syscheck.max_fd_win_rt and increase the default up to 1024
Restart ossec-hids
*NOTE* Increasing the default may impact performance