Emacs could have failed to run for a number of reasons. The most common symptom is that, when Emacs is started, the cursor changes for a second but nothing happens. If this happens to you, it is quite likely that the distribution was unpacked incorrectly.
Check for the following to see if there was a problem during unpacking:
If it is still not working, send mail to the email@example.com mailing list, describing what you've done, and what you are seeing. (The more information you send the more likely it is that you'll receive a helpful response.)