Do you get any sort of error message? Check your antivirus isn't blocking it, a few antivirus programs take issue with Ren'Py 7.4 based games.
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That's not to say they're running on the same version of the engine. A lot of VN's out there are running older versions of Ren'Py. As of right now we're not aware of any issues barring the antivirus issue which would simply prevent the game from starting. Definitely make sure there's an exception in your antivirus just in case. Beyond that, when Ren'Py boots, it produces a log.txt file in the same directory as the .exe. With any luck, it'll give us some idea what's happening - if you upload it here, I can take a look. If no log.txt is present, the .exe file isn't even starting which again would suggest your antivirus or some other software is blocking it.