DIAGNOSTIC: If you got THIS one
This is because the program does not load properly, most likely a missing .dll.
NEST STEP: tell us how you installed the program, and whether you installed it over an existing egoboo installation.
DIAGNOSTIC: The next normal place for errors to occur would be after the program turns on the logging system. The log.txt (if it exists) is in the "%APPDATA%\egoboo\debug" folder. You can copy this into the address bar of your file explorer.
NEXT STEP: find the log.txt and post a copy of it here
DIAGNOSTIC: If you do not get the Microsoft warning, and you cannot find the log.txt file, your game should have EITHER opened a console window like this
which has a lot of debugging info, OR it will open a stdout.txt file with the same info in it.
SOLUTION: If egoboo quit because of an error, it will display an explanatory dialog box and put an error code to either the console or to stdout.txt or to stderr.txt. You will have an opportunity to copy the text out of any console as long as you do not dismiss the dialog. Please submit this text.