This version is a simple command-line tool that I wrote in order to learn Common Lisp. It's not particularly user-friendly unless you're accustomed to using the command-line. It might make your eyes bleed and your head hurt.
You will see a message that reads This is experimental prerelease support for the Windows platform: use at your own risk. "Your Kitten of Death awaits!". This is perfectly normal (at least in the eyes of the guys who maintain the Windows port of SBCL).
If something goes wrong you might find yourself in the SBCL debugger, which looks a little like this:
If that happens, just close the command prompt, open a new one, and try again.