It sounds like the app is not detecting the executable file properly. Maybe try downloading the game from the website, and manually run the executable file inside. Might be more of a hassle, but it should work.
This issue can be caused if there are multiple executables in the same directory, or if the executable is hidden in a subdirectory (since you mention the error states “No executables found”). As far as I can tell, this is something for the developer to fix, and nothing done wrong on your part.