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Okay! 

So try downloading the file called: Dr._Frank_Build_A_Boyfriend_1.0-pc.zip

That will be downloaded to your Downloads folder. (To find your Download folder, open up your File Explorer and go to This PC, then Downloads). 

Find the Dr. Frank files in your download folder and right click and unzip the folders. When you open the new unzipped folder, you will click on the file called "Dr. Frank's Build - A - Boyfriend". It should have an icon of a pink pig. 

That should work, but if you're still getting the same error, let me know!