I've repackaged the program using InnoSetup and I've also left the option to download the zip file on the page. The OS I'm using is Windows 10. It came with this Lenovo computer that I'm using to make the games.
I hope it works this time. This is all the files I included when creating the zip file and the InnoSetup file.
Small update: There was a problem with the data files and not the folder itself being included in the .exe file I made with Inno. I've updated it so now the setup.exe file will install the program and also the data folder. So it should work now.