This game, like many others was downloaded in a compressed format, indicated by the “.zip” extension. You will need to “unzip” (”uncompress”) the .zip file to get all of the working files onto your PC. Open your “Downloads” folder. Right-click on the .zip file and select “Extract All”.
The game and its files will be extracted to the folder you chose and that folder will now be show. The folder includes the file named “Autonauts.exe”. Right-click on that file and select “Pin to taskbar”. The game will appear on the taskbar with the three-arrow Unity icon, which you can now click to run the Autonauts game.