Hm. strange. I’m really sorry you’re having trouble!
This usually happens if:
The game is run directly from the .zip instead of being extracted first (make sure you right-click the zip and “Extract All” before trying to play!)
Your antivirus or Windows might be blocking the file by mistake. Try right-clicking the .exe and running it as Administrator.
Or, sometimes the download can get corrupted — if nothing works, try downloading and unzipping the game again.