Just to mention it: You need to let Sinusbot.exe running to be able to use the Sinusbot. If you close/cancel the Sinusbot process, the bot isn't running anymore.
When just a black window pops up for couple of seconds when you're launching the Sinusbot.exe, then something is wrong. Execute the exe-file within a cmd.exe window to see why the bot doesn't want to start.
Anyway, support for Windows-version is quite limited, because the version is quite old. Also the development of the Windows-version is currently something like stopped (there will be no new version in the near future).
I would recommend a Ubuntu 15.04 Server (64-bit version)
15.04 isn't really recommended for a productive server, as it's not LTS.
I would rather recommend 14.04 LTS or the upcoming 16.04 LTS (should be released in April).