I hate to be Captain Obvious, but did you wait a while after the window disappears? Did a loading screen pop up?
Otherwise, maybe try going to "C:\Program Files (x86)\Steam\steamapps\common\Leadwerks Indie Edition"
and looking at Leadwerks.exe. Try right clicking and see if there's an option for running with a different graphics
processor. If it's there, try to hover over it and select Integrated graphics. Also, try running it as an Admin.
It seems that a lot of software hate Nvidia cards, especially on laptops, but it works for me WITH Nvidia, so I don't know
what the problem is.