It should not close the program even if you have not enough points to scan , you should get just a note , but as Jeff stated already lower the gain under the red window until you see the object in dark gray values .
I am not sure but it seems like software issue on your system , try to start the programs as Administrator . Also if this don’t works search for **Handy Studio ** and Handy Scan 4 in the forum here, that are early more stable versions that still works just fine .
It will helps you at least to practice until other issues get solved.
Just always remember to set the proper gain value under Depth Camera window , that is the key for a perfect scan results . Stay away from bright windows light and infrared based devices , I even noticed that a simple remote control affected my scan creating a flash point , and windows lights have a lot of infrared lighting that even can affect your TV remote controller.