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Downloaded in extracted the latest build and I tried running it as my administrator or just straight running it as the logged in user and the window never opens. Tried multiple times even after a restart and still nothing.

Try running it in a command prompt to maybe see what's wrong. Also, temporarily disable your virus scanner and try again. Furthermore, if you have SmartScreen enabled, the execution of new programs could be blocked, but usually you'd see an informational message about that (if you're on Win10, check the Action Center).

Regards
Dalai