What platform? Do you receive any error message?
If you're on Windows, try switching off your antivirus, downloading and extracting the game fresh and trying to run it with the AV off. If that works, add an exclusion and switch it back on. Some AV's (Like AVG and Avast) do not play nicely with games made in Ren'Py 7.4. We personally don't recommend AVG or Avast based on the company's history with collecting and selling user data without consent, so we recommend using products like BitDefender or Kaspersky, both of which work a-ok with Ren'Py! Failing that, Windows Defender does an okay job and also works well with Ren'Py.