Did you also extract the "resources" folder? All the images and game code are stored there, so it needs to be in the same directory as the TGIF.html file.
If both the "resources" folder and "TGIF.html" file are in the same directory, maybe it's a browser issue? Potential issues there might be too old of a browser, a text-only browser, or a plugin which restricts javascript/css/images. The best fix here would be to try a different browser. Any of the major modern ones should work, Firefox, Edge, Safari, Chrome, etc.