Couple of things...

You said you clicked on 'fsx.exe' - do you mean the link on the desk top, or the file in windows explorer?

Use the desk top link. It is contains start up for all the programs needed by FSX.

Second, the first time start-up for FSX requires setting up the world config file. That alone takes almost 2 minutes.

Third... did you do a complete install? Did it go OK? did you let it install to it's default location?

should be a 'yes' to all of those. It not, reinstall so they all are.

Did you apply either of the 2 FXS updates?

Download them before you start FSX. Apply after first start up.