I was also in trouble about that issue

HCopy -A -D -T 1 -C ./input_files/wav_config -S ../codetrain.scp 

HTK Configuration Parameters[14]
  Module/Tool     Parameter                  Value
#                 RAWENERGY                  FALSE
#                 TRACE                          0
#                 ESCALE                  1.000000
#                 ENORMALISE                 FALSE
#                 ZMEANSOURCE                 TRUE
#                 NUMCEPS                       12
#                 NUMCHANS                      24
#                 PREEMCOEF               0.970000
#                 USEHAMMING                  TRUE
#                 WINDOWSIZE         250000.000000
#                 TARGETRATE         100000.000000
#                 TARGETKIND          MFCC_E_D_N_Z
#                 SOURCERATE                   625
#                 SOURCEFORMAT                 WAV

  ERROR [+1019]  SetConfParms: incompatible TARGETKIND=MFCC_E_D_N_Z for coding
 FATAL ERROR - Terminating program HCopy

But, I could sort of solve it, after I made all wav files; sample1 to sample31 following in step3.

Why don't you make all sample voice wav files, I guess you just made only one or some files same as me, didn't you.