I just tried to install regain desktop 2.1.0 on a Win10 x64 test box. No problem so far, running Java 1.8.0_31.
Just need to configure CrawlerConfiguration.xml (to update from german to another language for example), and SearchConfiguration.xml to replace the index location with
<index name="main" default="true" isparent="true">
<!-- The directory where the index is located -->
<dir>c:\program files (x86)\regain\searchindex</dir>
You should check whether your windows user has sufficient write privileges to %programfiles(x86)%\regain.
If not, you might get those errors.