When you run it, does it crash or can you just not see the window? If it crashes, do you get an error message? If not, if you open the Task Manager and go to Processes, do you see the program "gridcoinresearch.exe"? If you do, it's running but you're not having it display in explorer.
And what about an antivirus or a firewall? Do you have either? If you do, have you created an exception for the Gridcoin wallet so that it is allowed to run and connect to the internet?