Actually a simple upgrade to java 8 (from my old java 6) has done the trick. All work fine now.
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Good! If you are interested you can enjoy also Android version available on Google play platform.
Crusade and Rome demos install and play, but WW2 CFEL and Napoleon don't load (appear to be missing config.ini file - does this mean that the full versions of these will not play on my Windows 7 PC.)