you need to extract the files first !
when playing games or visual novels you need to open the file that has kind of a zip on it, then open the file until youre in front of all the files that say game, audio, etc...
then on top there will be a button that says "extract files" and click that, when all the files are extracted, go back into your downloaded files and click the same game file that DOESN'T have a zip logo.
click the game file that is an application and it will load!
if a warning pops up saying that windows is protecing or whatever click on more information and "run anyway" it'll open it!