While installing from the downloaded EXE file, I get the message Qt3Supportd4.dll is missing.
Indeed, the software requires certain libraries to run properly. Luckily, there is a discussion on the official page at SourceForge where this problem is debated. I recommend that you access the link below.
Support page: http://sourceforge.net/p/digitizer/discussion/229857/thread/8bdb5a1e/
Scroll down or use CTRL + F and click the link provided by the Jeff Baylor. It will lead you to File-Upload where you can download the archive. Extract it in the installation folder of Engauge Digitizer and it should run.