Strange, you shouldn't need anything else to run it. You only need 7-zip or Winrar to unpack it then you simply just run the "LittlePolys.exe" to play the game.
Download 7-zip (or some other software that can uncompress .rar files) and then try opening the file. Typically files on the internet are compressed (smaller file size) so its easier on the server. Then when its uncompressed you should see "LittlePolys.exe" which you should run.
