I'm not familiar with this theme, or even GTK+2 theming in general, but from a quick search, it looks like this theme requires Nodoka theme engine, which presumably has to be installed separately.
Two suggestions: - Test with another GTK+2 application and see if it works. If it doesn't then it's probably unrelated to Geany and should be raised with GTK+ or the theme engine authors. I know the open source application [Hexchat](https://hexchat.github.io/) works on Windows and uses GTK+2, if you can't think of any other GTK+2 windows apps. - Try some other themes, particularly any which might be shipped by default, and see if they work. If so, it's probably something related to Nodoka like not having it installed.
Most likely there will be some debug messages printed if/when the theme fails to load, which you can see using `Help->Debug Messages`.