After you've downloaded it, go to files, and you have to extract the whole file. Then, after that's done, you click on the folder again and press on the game icon, and you've loaded up the game. Hope this helps!
If you have extracted the file, then did you try clicking on it twice? And then a bunch of files and icons will pop up. On the right-hand side there will be a column labelled "Type". Look down until you see "Application", then just click on the row and the game should load up.
