Go ahead and run the Task Manager though, as documented in that video Otto Harkaman linked, and see if there isn't an instance of SH4 already running. "Kill" the process, if it is, or cold-start the computer (shut-down, then power-on). If when you go to run it again, similar happens, or it doesn't display correctly, then you'll have to "Kill" the process again, and then noodle with the SH4.exe "Properties" settings, and try to match that to what your display needs, which could take some experimentation. Refer to
Post #216 and similar, in the "Silent Hunter 4 & Windows 10" thread for more info on that.