I'm guessing that there is problem on two levels - one with launching this game on Windows 10 at all (with all standard issues due to using "modern" components inside your PC etc.), second one with GPD Win in particular. In this second case I'm guessing that it can have something to do with supported screen resolutions - it's quite common that games which requires some resolution which is not supported by device you're using simply refuses to launch, without any error (I had such issue a couple of years ago on my netbook, which wasn't supporting (by default) screen resolution 1024x768, which for some games was an obstacle to be launched.
However, basing on my experience, I can tell that GPD Win can be quite picky about even those screen resolutions, which should be in theory supported. My example with Sonic Riders and Sonic Heroes - first one is working absolutely fine on GPD Win in screen resolution 800x600, second one (after choosing 800x600) is launching... but game is displayed on some cutted "stripe" (there is shown desktop on the rest of screen) turned on 90 degrees (fortunately, there is solution on this issue). It partially has something to do, that in theory GPD Win is working (by default) not in 1280x720, but in 720x1280 (I've got no idea how does it even work, because in display settings it's clearly showing 1280x720, screen proportions are also suggesting such resolution).
Nevertheless - some solution may be using DxWND (application allowing to force games to launch in declared resolution) or DgVoodoo (don't worry about this "voodoo" in name, because it's software very useful for problematic games, both 2D and 3D, it includes also some tools to deal with screen resolution, as well as with some conflicts on "directX/direct3D" field).
Or maybe even changing screen resolution in game's settings could help (if they're available in some sort of launcher, not "inside" the game).
Sadly, there is possibility that even if anything of these will work, that you'll get to the point where you're in case of launching this game on "standard" laptop with Windows 10. But I would recommend to try anyway, I'm genuinly surprised that quite a lot games even from windows 95/98 era are working fine under windows 10, even on such unusual device as GPD Win.
This post has been edited by MartiusR: 23 February 2017 - 04:37 AM