What file did you download and from where?
I’m on Linux, but downloading the 64 bit Windows version from QTads - A Multimedia TADS Interpreter, unzipping it, and running the exe works in Wine. I would be surprised if the exe doesn’t run OOTB in Windows. Perhaps it’s a signing/virus protection issue on your Windows system? You might have to right-click the exe or something and give it permission to run. Windows might be silently killing it as unauthorized.