Great an easy problem so don't worry the Inner exception gives you the key to your problem.
"Unable to load open_cvcore240.dll"
Now as your using 2.4 things have changed slightly from 2.3 you now require all (or at least a majority) of the opencv dlls in your ouptut directory (the bin folder by default). You can use the method here to add the dlls to your project http://file.emgu.com/wiki/index.php/Setting_up_EMGU_C_Sharp
, but I apologise as this is outdated and for EMGU's 2.3 version. Details about the dlls required can be aquired here http://file.emgu.com/wiki/index.php/Download_And_Installation
but heres the list:
For EMGU CV version >=2.4 cudart64_42_9.dll, cvextern.dll, npp64_42_9.dll, opencv_calib3dXXX.dll, opencv_contribXXX.dll, opencv_coreXXX.dll, opencv_features2dXXX.dll, opencv_flannXXX.dll, opencv_highguiXXX.dll, opencv_imgprocXXX.dll, opencv_legacyXXX.dll, opencv_mlXXX.dll, opencv_nonfreXXX.dll, opencv_objectdetectXXX.dll, opencv_videoXXX.dll, where XXX is the OpenCV version number.
Add them to your project and set there properties to "copy always".
This will solve your problem,
P.S. the "Unable to load open_cvcore240.dll" will be thrown if even if you included that dll if you forget to add one of the others. This is because open_cvcore240.dll actually calls the other dlls internally. If they are not present that open_cvcore240.dll throws the error not the others.