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That is very odd, are you on Windows? The game should just launch without having to install. Are you using the itch app? 

Yea, I'm on Windows 10 and I use the itch app. When I click the "Download now" button, I have some files to download there. But when I start downloading them, the installation suddenly stops...

It seems there is some problem with the itch app not recognizing the files, I will need to check it out. In the meantime you could download the files directly, they should work fine that way

I uploaded a new build, can you check if it works now?