I guess you are doing noting wrong. But maybe you computer can't run the game. The issue can also be that you have turned of the audio on your computer. The game is mostly audio, and there are nearly no graphics.
Just found the issue as I was trying another Unreal Engine Game. In my audio settings the speakers where set to 32bit, 384000hz. After setting it to 16bit, 48000hz the problem went away. Will retry the game in a bit.
