After hitting Play, I get a Steam Error box which says "An error occurred while updating Dark Train (missing executable): /steamapps/common/Dark Train/Dark Train.exe". This is true. The only executable files in that folder are DarkTrain.x86 and DarkTrain.x86_64.

I ran the appropriate executable directly from that folder and the game came up and ran, but I found no way to exit the game short of rebooting my computer.