Thank you for such precise instructions on your steps to the crash. When dealing with bugs, there is no such thing as too much information.
I tested with my WinXP Service Pack 3 32-bit computer and another computer with Win7 Pro 64-bit system and managed to successfully advance to the next step without a problem.
Sadly, I have no access to any systems with Win10 and thus am able to fully replicate your crash.
Are you able to continue with the v3.6.3 game tutorials using the official databases? Have you tried the other game versions (ANW v3.9.4 or HUE v3.11) and encountered the same crash? The PlayersDB is available for all three H3 versions.
I do notice a small discrepancy between our two images. Your image shows "LESSON VII" while my image depicts "Lesson 07 Using Mission Editor". "LESSON VII" is the manner in which the original tutorial scenarios for the official databases were named. When the tutorial was re-written for compatibility with the PlayersDB, it was re-named more extensively.