The software doesn't run because you're probably using an older version. I have checked the official website, and the software is known to work on the following versions of Mac OS X: Mac OS X 10.8, 10.9.5, 10.10 or 10.11. As you can see, OSX 10.11.X is supported regardless of the version installed on your Mac.
Download the latest version from the official website, and it should work normally. Use the link below to access the download page.
Download page: https://www.fontexplorerx.com/download/