When I open the application, It takes me to the steam store page. I know other people have had this problem with other games, but I can't remember the fix for it.
For Importing your save from the previous episode, you simply need to copy the files from the walking dead michone season 1 folder to the the walking dead michone season 2 folder, located in my documents folder :)
Download the missing .Dll on internet and place it in your system32 and system folder too, after that restart your PC, if after that, it doen't work, download the _vcredist in the _commonredist folder ! ;)