You need to allow windows to open it, just click on more options and on open anyways.
Edit: If it is on Mac you need to bypass apple security, right click on the game, click on open, and on open anyways.
Also, it seems like on newers versions of Mac the game won't work, I recomend people to tey the free version of the game first before buying it.
You can always request a refund, just send an email to itch.io support, using the same emial you used to biught the game. (This only works if you bought the game 90 days at most)