assuming you are on windows
on the downloaded zip file
right click > extract all... > on the new window press Extract
open the CasualtiesUnknown folder
open CasualtiesUnknown.exe,
either the game starts or windows throws out a blue window saying it protected your pc
press More Info > press Run anyway
the game should open
when you get done reading and pressing left click to advance, there should be a maim menu