MY GOD. Ok, here is how to run the game.
You need to have your PC setting in japanese, for that: Configuration > Time and Language > Region
Also I changue this configuration in control panel: Clock and Region > Region > Administrative > Unicode region
For last, is very important to extract the game after that, because the code just broke without japanese characters, is for that reason that the game just cant open. Then, I use Local Emulator
I dont really know if all of this is necessary, but it was how I do it. Hope it hepls.