Basically once you download the file you extract it and click on nw.exe. You will then be in the game, but I recommend right clicking on nw.exe and creating a shortcut to your desktop, so you can access the game easier. Does that help?
If it is stuck on the loading screen and crashes , that is probably not the games fault, my friends have never had this problem. I would recommend re-installing the file. It might just be a problem with your device. If you have any further questions please tell me and I will look in to this problem some more. Have a nice day