From what I'm understanding, the game launches and after a few seconds it terminates. I think this might be more about system files, such as drivers or some libraries that the game needs to function that are missing.
What baffles me is there is no error message to serve as some sort of a clue as to what could the culprit be.
My advice would be:
1. Disable AVG Antivirus for 24 hours just while trying to fix the game.
2. Download your latest drivers for your GPU and clean install them. (remove old ones first)
3. Download all Visual C++ Runtimes from 2005 all the way to 2022 or whatever the latest one is, both x86 and x64. I've seen some AIO (all-in-one) packs that download and install them all one after another so you don't have to do it manually, I'm using one, but it's up to you how will you accomplish this step.
4. Download and install .NET Framework Runtimes, I think 3.5 SP1, then 4 and then 5. Some might tell you that you have a newer one installed, which is good, you can skip those. I'm not sure if .NET Framework Runtime 6 existed or not, try that one as well.
5. Download and install the latest DirectX 9.0c Runtime.
6. Complete all the steps above by running them as Administrator, preferably, also make sure you have a full-blown administrator account in the first place.
7. Restart and try running the game again (also check AVG Antivirus if it has re-enabled itself after the restart).
The game should work if Windows and all additional components are set up properly.
I just remembered that the first few times, I tried to run the game, the 360 Total Security alerted me about these 3 files related to the game and I added them to my Trust List so it doesn't cause me anymore problems, I hope that helps.