In order to use this dictionary if you don't have any Cyrillic support for Windows installed, you can try to go to Tools menu -> Font -> select "Set Own Cyrillic Font”. By doing this, you tell the program to use it's default Cyrillic support.
If you do have installed any Cyrillic support on your computer, you can try to go to Tools -> Font -> select Font and choose what option suits you best.
For more information about this software you can visit the following official FAQ web page.