I'm playing the demo, perhaps I didn't make that clear enough in OP. The options are Play, Option, About, Exit.

I can't find an option for mods. Please see my edit in OP.

I can't play the second level in the demo. I get the error from the screenshot for the second level and the same message but with "market" for the third. After I click OK the game closes. I tried both the 32 and 64 bit versions of the game and it's the same on both. Version 0.12.24 Windows installer ...