Do you mean: When I go to launch the game it takes me to my files and shows itch.io and PA82, anyone know how to fix this, it just takes me to my files, the files are not in the zip?
if so, can you link a pic/video? What I guess is happening is you are clicking on the folder. Within that folder is votv.exe, which you want to open (double click) to play VotV.
the file you are clicking also might be a .7z, which you need 7ZIP to open. (you might not, sometimes Windows can open .7z)