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Hi SamBoi,
I am assuming  you probably do not have winrar installed. As a zip file or .rar, you  will be able to open up in any file extraction program. I would suggest you install winrar if you don't have it.  The open app here in windows is because window's does not know what to do with the file since it doesn't have anything to properly  run it or open it up. 

My advice to you is download winrar or 7zip and re download  the game. 

If you have any more issues feel free to reach out here.

C&D Cardboard Games.