Just tested, no issues on our end. It would be helpful if you could either reinstall the game or send us the specific errors so that we could identify what's wrong! Please make sure you unzip/extract beforehand as well.
When you first download the game you'll get a .zip file. After that, find your downloads folder and locate the Knee Deep.zip and right click it. There should be an option that says 'extract all' or 'unzip', clicking that will unzip the file and give you a new Knee Deep folder. Inside that folder there will be an .exe file and double clicking that will run the game!

I just downloaded it again and these are all the options its giving me