Lets see~
Just in case, try to use different path instead of Users desktop. Something simple like C:\game
If it wont work, i would advice checking out your windows defender settings.
Only errors we met with game.exe failing to start AT ALL - and without any error in black console, were error with .exe getting blocked by antiviral tool or win defender.
As an alternative, can try Universal demo, it should run on windows too - but instead of using integrated Java, it should grab your installed Java. Win version is using integrated OpenJDK.