Could just be your system, if you're on chromebook like me, I think you need to access developer mode which is all sorts of confusing. Although, if not, I'm pretty sure you just need to extract the file.
Are you getting a specific error? If you're on Mac and it won't let you open, you need to go into Settings > Privacy & Security, and scroll down until you see something that says that TADDS was trying to open. Hit "Open Anyway" and it should be straightforward from there.
I'm on a windows. I've extracted everything but when I click on the game opener it just doesn't open. Could be lag but this hasn't happened with any other itch games I've downloaded.