Hey there!
That's strange, the UnityPlayer.dll file should be inside the .rar file that you download from the store page. Usually that error occurs when the UnityPlayer.dll file and the game's .exe file are not inside the same folder.
I would recommend trying to reinstall the game. After you extract the 'Build 05' folder from 'The Lake v4.0.rar' file and open it, it should look like this:
The UnityPlayer.dll file should be inside there, in the same folder as 'The Lake.exe'.
Try reinstalling the game, and have a look for that file. If it's there, the game should work! If it's not there, or if it is and the game still doesn't work, let me know, and I'll see if we can get it fixed (: