I've tried doing that. It just said it couldn't execute it and asked if it was missing. I really don't know what's happening, and I REALLY want to play this, as a hardcore ARMY.
BTS-all----lib--- and click "windows-i686" and click dxwebsetup.exe because maybe your havent install this, after this is installed, extract the whole zip file and you can play it by clicking the extracted file with "application" the one with JK's icon pic. I hope this helps