If you're using the Itch App, you will have a button at the button of the screen saying "Install" or "Launch", which are self-explanatory.
If you view the game page for a game that is free, or you have already paid for, you will have a Download button at the top of the screen. If you download you will obviously have to run the game / install package from your usual download location.
Hope this is of some help! :-)