Hmm... have you set up an account on the website, or have you just tried to download the demo. According to the site, you need to create an account/profile, even for the demo.
After you finish downloading, it takes you to the website to create an account. I figured out what was causing the problem. It was an application on my system that had hooks in place that prevented the launcher from starting up its UI. I believe it was WideCap. I got the demo working and completed the first mission and tutorial.
My question is, does the referral key provide you with the same limited gameplay as the demo or does it allow me to explore a bit more aspects of the game?