You need to install it. It's a APK file.
https://www.androidpit.com/android-for-beginners-what-is-an-apk-file
Uhm your apk isn't working like an apk. When you click the download it should take you to a screen that says are you sure you want to install and then you click install then once it's done you can open the app and play the game.
If you could fix this I'd really appreciate it cause it looks like a great game that I'd be willing to throw some money at for support but Im an Android user and can't experience it