Are you 100% sure the game isn't minimized in the taskbar? You need to hover the default Windows executable icon in the taskbar, the one for the bootstrapper/cmd that appears when you start a game.
If there is nothing then do you have any error or no error at all?
If you have an error then show it. If no then read the antivirus linked above.
If it's still not working then mention any antivirus and security tool you have, even if it's disabled or has exclusions