I downloaded and installed the game trough the website, not steam, and after instalation i try to run it, but nothing pops up, no window nor anything, i checked the task manager and there is a process runing for when i try to open the game, which is the "Java.exe" process. No matter how long i wait nothing opens, and closing the process doesnt do anything. I havent tried restarting my computer yet.
What are the specifications of your graphics card and OS? Do they meet the minimum requirements set out on the wiki here?
Also, for more diagnosis, you can look at the launcher.log file in the Spiral Knights directory. That directory should be somewhere in Program Files.
I was having issues like that recently because I was running Windows 10 on a really old machine. The graphics card was so old that Intel stopped supporting the advanced features in its drivers for it on Windows 10. I had to install a Windows 7 partition and dig around for the latest graphics card (which I couldn't just find by asking Windows to look for it) before Spiral Knights would open.