I've been trying to get it going and ran into some issues. Running the latest tk-mari app, and I can start up Mari from the browser just fine, shot/step or asset/step. The Shotgun menu shows up, but the only entries are Current Work Area(and the submenus below that), and New Project. I note in your example video you have a more filled out, typical menu set, with the shotgun file browser, so something is missing. New Project does nothing at all, although the Jump to Shotgun and Jump to Folders works fine, which suggests the boot code has loaded.
Running from shell doesn't show anything apart from
[ mriapplication.cpp:788 ] : Mari user data directory set to 'C:\Users\jcoldrick\.mari'
Running Win 7/64, Mari 2.6v3.