When downloaded, You need to right click on the file in your downloads and then click on the "Extract to" button (6 down when you right click). It will then upload a file to your computer called "bnhaotomegame-1.0-pc" under the original download file. That will be the ready to play game file.
You also need to go in to the folder that is now made and click on the folder in that and then go to "bnhaotomegame.exe"
NOTE: Do not delete original file as that is the same as deleting the game. Keep all files relating to the download on your computer.
If you have any questions or are confused by these instructions, feel free to ask. I will try my best to explain a bit more clearer for you. :3