Just tested it and it's working fine. Usually when people say this though, they failed to extract the files and are trying to play it without extracting. Which technically works, but you'll be missing a font style and images if you did that.
If that's not your issue, can you tell me what you're experiencing?
I think there's a misunderstanding here. This game isn't something you install. All you do is double click the HTML file and it opens in your browser.
That said, it sounds like you're not unpacking the file first.
If you're on windows, you can simply right click and click "extract all"
If you don't see extract all, click "show more options" first.
Once that's done, simply open the file that ends in .html