In order to view the demo as expected, please perform the following steps:

In the 3D scene, right-click to open the menu.
In the menu, select Settings → Preferences.
Select the register Direct3D9 Device Settings and change the following settings:

Set Back Buffer Format to A8R8G8B8.
Set Present Interval to DEFAULT.

Select the register Performance options and change the following:

Set Max vertices per draw and Max texture size to 2048.

Select the register General and:

Check the box Run full speed

Open the Cathedral Demo