I have this problem with all similar games.
What to do if the game starts for a second and then disappears immediately?
This problem happens a lot to people who have outdated or very old video drivers, I suggest first updating the video drivers if it doesn't work follow this tutorial found in this link: https://www.renpy.org/doc/html/problems.html
- Hold down Shift while starting Ren'Py, or press Shift+G once Ren'Py has started.
- From the "Graphics Acceleration" menu that appears, choose the renderer to use.
- Choose "Quit", then restart Ren'Py.