It looks like the exe doesn't run. A friend of mine ran the windows version while I ran the linux version. We both had java installed and running correctly. But running the exe or the application file in Linux and Windows doesn't work. And yes, on Linux I made sure to give it permission to run as an application.
This can be easily troubleshooted by running the .jar file directly. In fact, I'm currently unaware why the executable files are necessary.