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Update: OK, I think I've misunderstood how a quest works. After I select my quest name in the "Load Quest" I should just navigate to other menus: Duels, Challenges, etc, and proceed with my questing there.

I'll leave my initial message for confused users as me.
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Just installed Forge 1.6.59 (tried Windows and macOS), but cannot launch Quest mode. When I press "Start Quest" it prompts me to name my quest, which I did. Then it says I should create a deck, which I also did. Then nothing happens. I tried to "Load Quest" and see my created quest there, but there is no way to launch it. I only see the button "Load Quest Data" which does nothing. I tried to double click on the quest I created but also nothing happens.

How to launch a quest, am I missing something?

There is no any error output in the console (however, I've checked only on macOS, since I run it from terminal there).

Have you ensured that you are navigating to the appropriate menus like Duels and Challenges after selecting your quest name in "Load Quest," as per the update, to proceed with your questing?