The thing that pops up just appears to be the folder for the game? You've downloaded the Mac version here, so I'm assuming you are on a Mac. Newer Mac computers have issues running RPG Maker MV games, so the compatibility version is something I'm testing that might make them playable on newer computers. If the Game file does not run properly, you may need to either move the game into your "applications" folder and then run it, or assign read/write permissions to the game folder manually, this link should help. https://support.apple.com/en-ca/guide/mac-help/mchlp1203/mac
If that still doesn't work, you may also want to try the Mac version that doesn't say compatibility, as I've heard some users say that the normal version does work, but the compatibility doesn't.
Lastly, if neither Mac version works, you can also use the Web version instead. You might need to follow this link to configure your browser first though. I recommend Firefox as that seems to work the best. https://www.reddit.com/r/RPGMaker/comments/dqvdqo/fix_error_failed_to_load_dataactorsjson/