It should just open in a browser... Is your system set up to launch html files in a browser? It's a Twine so it's basically a webpage...
looks like you've got an issue with your permissions in your browser, they're not letting twine set up the save state. see here: https://www.chromium.org/for-testers/bug-reporting-guidelines/uncaught-securityerror-failed-to-read-the-localstorage-property-from-window-access-is-denied-for-this-document
I assume this is cause you're using Brave, which seems pretty restrictive of functionality that Twine needs to operate. security is antithetical to the Deplotted Lands I guess.