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