From what you describe, I think you're referring to Renpy. VNs created with Renpy should include all the necessary files to run and not depend on prior installations of either SDL or Python. In other words, you don't need to install anything yourself.
If this happens to you with the same developer, it could be a problem with how that person is exporting their game or they're using an unstable version. It's best to tell them directly on their game's website.
The thing is, it still won't work - the files are there, but it says it can't find them