Just trying to set up the Smart VPN software on a Surface Go for a customer and every time I launch the app, it runs a cmd box for a second, and then nothing happens. Anyone had any experience with this?

Find the exe file in the Program Files (x86) \ Draytek, then run it as Administrator.
It works with that, or it did for me on my Surface Pro - had exact same issue.
Let me know how you get on.