So that question is a bit of a two parter. It’s a compressed game file meaning you have to extract it before you can play it. You should just be able to select it and it will prompt you to extract. Then you can just open the folder and play. As far as why your computer is blocking it, that could be a lot of reasons. It could be your antivirus flagging it because it doesn’t recognize the file and thinks it’s a virus. In that case you should be able to add it to an exception list. Hope this helps.