The community is also a great place to check out. Try these places for help from other users:
If you're encountering issues with launching Legend of Grimrock, make sure everything installed smoothly.
Exit Steam entirely.
Browse to your Legend of Grimrock installation folder (Usually C:\Program files\Steam\Steamapps\common\legend of grimrock\)
Run the following installers:
Reboot your computer and test any issues again. If the issue persists, contact Legend of Grimrock support.
If the above does not resolve the issue and you are running Windows 7 or Windows Vista, please complete the instructions in our Windows 7 and Vista Troubleshooting FAQ.
If you are running in Windows XP, take the following steps: