Hey Gavin! Sorry for the slow reply, I was on vacation. Also sorry you're having trouble getting the Windows version to work, but we'll figure it out! Some questions:
1) Have you tried the download from the main Windows link and the mirror? Do the packages behave the same?
2) What version of Windows are you running? Do you have any particular anti-virus programs installed that might block the .exe?
3) I'm not aware of needing anything like updated DirectX to make the Windows version run, but it might be worth checking that all your drivers are up to date.