I also can't seem to start in on windows 10. I have Direct Play enabled, but every time I launch it, it closes right away.
Hmm... Maybe it's the DEP that kills the game? This happens in Win 7, and may also happen in Win 10.
Try add the game's exe as an exception to DEP
https://www.online-tech-tips.com/windows-xp/disable-turn-off-dep-windows/