well first of all, the github releases don't come with an executable, they're .jar files. so if you want the easier way, you're better off staying here on itch and wait until it updates!
if you still want to use the github releases:
you generally want the versions that don't say pre-release. the way you run them is by right clicking the Mindustry.jar file and looking under "open with", then you can use any java Platform Binary that shows up.
(of course, you need java installed 👍)
after a bit of loading it should run fine!
keep in mind i'm not an expert on this, you could have issues i never ran into, but some of this should help at least a bit 😅