I have followed the install guide for PlexConnect on Windows step by step without issues however it doesn't appear to run. I get to step 4 in the guide, Run PlexConnect by double-clicking "PlexConnect.py" from your installed folder. Upon first run, Windows will prompt you for firewall exceptions - Click "Allow Access". However I don't get prompted for exceptions and I don't get the subsequent cmd window. The FAQ doesn't have anything useful so I'm at a loss as to what to do next.
Worked it out. Copied PlexConnect folder to root of C:/