I just completed this setup with its software running on Windows XP SP3 installed in a virtual machine through VirtualBox 4.3 on Ubuntu Linux 14.04.
The software seems to work (it recognizes the device and allows me to capture). However, the capture doesn't seem to be working --- I get a sequence of all-65535 values (peak-to-peak amplitude = 0). I tried both with nothing connected (should at least show noise, right?), and with a fixed 3.3V input (from an isolated/floating source) --- in both cases the capture shows all-65535. The "BUSY" light goes on briefly when I click SAMPLE.
The input voltage is connected to the VA / J1 connector (I don't have the rare subminiature BNC cable or connector, so I soldered two wires to its pins --- one wire to the center pin, and one wire to one of the outside pins). I went through the datasheet for the EVAL-AD7356 board, and I can't see anything I may be missing.
BTW, as feedback for Analog Devices: the AD7356 evaluation board should come with at least one or a pair of cables / wires that have a connector that fits directly in the board's connectors (you know, as a minimal courtesy to your customers! :-) )