If you're unable to launch on Windows I would
- Make sure you have XNA Redistributable installed
- Make sure you have .NET Framework 4.5 installed
- Once those are installed, if it still doesn't launch, try the OpenGL Windows Version instead
- If that doesn't work, check to see if there is an "error_log.txt" in the Celeste directory, beside Celeste.exe, and post it here
- If there is no error log, and neither version runs, send me your PC specs I guess ... at this point I'm not sure what could be causing the problem.