It's open source, so you can try compiling from source: https://github.com/nstoddard/rust-sand. Instructions are included in the README on github. Compiling it from source might give better error messages.
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Make sure you're running sand.bat; if you're running sand.exe directly, it won't work. If that's not the issue, I'm not sure what the problem is. You could try running sand.bat from the command line to see if it prints out any error messages.