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check where the game folder is located, it may be in a folder where your user cannot run it. Perhaps place the game folder in the Desktop or other accessible folder.

Also check if the .zip file contents are fully extracted.

The user that is logged in may also not be able to run it.

Hope this helps

So should I play on a guest account? I've tried placing it on the desktop too. Also, what would the zip file contents look like when extracted?

it may depend on your computer but most any  user would be able to run the game file. But be sure that the version downloaded is the OSX version too. Running the windows version on a mac may give a similar message.

And the game folder should be the result after extracting from the .zip file.

You may also see the Tips for Installation - PC/Mac on the game page too.

Hope this helps