On Windows, after I installed the kit, I tried to start LISTSERV in interactive mode in a CMD window, but got "Error 5 Creating synchronization events" and then "Abnormal program termination".

It is most probable that LISTSERV is already running in the background as an service, and you are attempting to run a second instance in a CMD box. Note that the SETUP program installs LISTSERV and SMTPL as services that are configured to start up at boot time. Check your Administrative Tools/Services applet or issue a NET START command to see if LISTSERV is already running. If so, you can simply stop the services from the Control Panel/Services applet and then fire up LISTSERV and SMTPL in CMD windows for interactive mode.

Please note that the interactive mode is not intended for production use; it should be used only for debugging purposes.  Running a high-volume LISTSERV service interactively can significantly slow down your throughput.