Information for those who haven't watched the live stream: You can find a demo version of this game on Steam
...You can find a demo version of this game on Steam
You will "obviously" need steam to run it.
Why on earth would one need Steam for a demo? Other Paradox demos are available from various outlets, what's the problem here?
Well CK 2 was the most recent I downloaded, from FileShack IIRC.