My game just hung there. I did follow EVERY step from the Stardock help page, including updating the Microsoft redistributals, C++ or something like that.
Some of their help links were a bit out of date but you get the hang of it if you follow their steps.
I just right clicked and chose "Create Shortcut" on the .exe file. Since it was Windows 11, you will have to right click and choose "More Options" before that is visible.