foobar2000: get foo_input_vgmstream. To install, drag the downloaded file into the "components" page in the preferences.
Winamp: get in_vgmstream (included in the vgmstream-xxxx-test packages). To install, place it in %programfiles%\Winamp\Plugins or wherever you have the Winamp plugin folder.
For Winamp you will also need these dependencies. Put them in the main Winamp folder (e.g. %programfiles%\Winamp).
That's because "test.exe" is a command-line application. When you double-click it, the program *does* run. But, because it's text based (there isn't a graphical user interface), and you didn't provide any parameters, it outputs (to the command-line window) a message telling you how to use it. But, when you double-click a command-line application, Windows (the OS) runs it as a single-instance, so that the window closes as soon as the program is done running. Thus, you never actually see any program, because it runs too quickly (and closes immediatly) for people to read it.
You need to open a command prompt to be able to use "test.exe" properly. Try hitting the "windows" key (on your keyboard) and "R" (again, on your keyboard) at the same time. This should bring up the "Run" command. In the text field, type "cmd" and hit "enter" or "run" or whatever, and it should open a command prompt window. You'll need to browse to the location of "test.exe" from there. "cd" is "change directory". I suggest doing a Google search for command-prompt usage, as I don't have time to go into more depth. Mouser X over and out.