what version of windows are you using? is it by any chance 7 or 8?
and i assume you have downloaded the latest version which is 3.0.3 in which case your problem is most probably due to your windows lacking this update: KB2999226
Note: Some old versions of Windows might need to install the KB2999226 Windows update.
Electrum moved to Python 3 in version 3.X.X and that is causing some issues on older versions of Windows. try the windows upgrade or download 2.9.x and try again. or just use Linux.