Would you mind sharing a screenshot of the loading screen? There are none in Harem Hotel, so I am not sure what you're referring to.
Seems you have downloaded the .zip file successfully.
Have you unpacked the zip archive to some directory on your Windows 11 computer?
A screenshot of the situation would clarify what is going on, like Runey suggested. Show directory listing, the File Explorer screen of the directory where the zip file is and of the directory where files unpacked from the zip went.
Is the free space on the disk? The unpacked files are about 13 Gbytes.
That screenshot is not very useful, it does not show the requested information.
The full name of leftmost folder is not shown, but I assume it is harem-hotel-win.zip, the zip file you downloaded.
The other folder is harem-hotel-win, a bit strange since the folder extracted from the zip should be Harem_Hotel-v0.18.2-pc. Is the harem-hotel-win an empty folder? Did you create it yourself?
Anyway, if you double click the zip folder, the extraction should start and folder Harem_Hotel-v0.18.2-pc is created, possibly not on Desktop folder but the extracting window should show where it is extracted to. Try to find the Harem_Hotel-v0.18.2-pc folder, there you should have the game file that you can click to start the game.
If this does not help, consider asking a windows expert to examine you computer, maybe something unexpected is going on.
Or try a Youtube video, try searching for example “download and install game from itch.io”.
