Review the logs for the game server.
On windows try running the server through the local broker so that you can see the server console/window. If a server starts when using the broker, but not without it; It usually indicates an issue with permissions or a server is using your profile path for files. You can try changing the process user of the panel and monitor to fix this.
Try the 'Capture Program Output' tool in Settings. Console/text based servers should dump their output here.
Try a template for a server you want to run (if we have one). Try a template for a game of a same engine to get an idea of how it should be setup. Send us your templates.

For SRCDS/Orangebox/HLDS based servers, you can add -condebug to the server command line. Console output of the server will be written to a console.log file in the game server's directory.
Is the exe blocked?
When all else fails, post in the Support forum!