Yes you need to extract the files from the zip folder, however if you are having trouble still. It might be a good idea to delete and reinstall. It appears that it has been altered to directly download onto your PC so you can just double click and open / play it. However you may have trouble with your virus protection depending on what it is, I had it warn me that it wasn't safe but I told it to disregard and still continue and haven't had problems since.