Not sure why it didn't work with 1.37 on Windows but on Linux.
But now it works with current GIT master: 
@zipotron if you are curious, you can try: https://download.geany.org/snapshots/geany-1.38beta1_setup.exe https://download.geany.org/snapshots/geany-plugins-1.38beta1_setup.exe
But please note that these are unofficial builds from GIT master (with switch to GTK3 and 64bit).