When you download version 5.5, you need to start a brand new game to get this screen to pop up. Clicking on 'Custom' will then allow you to personalize your MC instead of going with the default.
It looks like you're using a third-party app (like Joiplay) to run 14DWY. Please understand that the demo is only meant to be run on PC (Windows, Linux, Mac), which is why it won't work 100% with emulators. As I have no experience with third-party apps, I can't offer any help or support for any issues you encounter. Sorry! >_<