Oh, sure it wont.
Conceptually it is entirely cross-platform and should run as-is on any Python platform. However the procedure to get to a working Python installation including the Mido library and the script into a self-executable state will vary a lot from platform to platform, which is why I left it out entirely. On Windows you’ll also need to invoke it differently from what’s in the example, that only works on unix-based systems (Linux is what I use). I’ve never even seen a Python installation on Windows so can’t detail out how it should be run there.
I do intend to enhance the script in various ways and actually document the procedure for setting it all up, one of these days. I’m reluctant to do anything at all on Windows, and OS X I have no access to at all, so if somebody wants to lend a hand documenting those I’d appreciate it.