Are you downloading the Windows zip file, extracting the contained folder, and then trying to run the exe? If so, where are you extracting it to? You won't need to download java.
So, I downloaded it for Windows 64-bit and created a special folder where I extracted it using WinRAR. Now I have the .exe, the .jar, the .json files, the jre folder, and a .txt file. That’s it.
This is not my first time extracting games like this to play them, which is why I can’t understand what’s wrong.