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A window will open that says “Select a Destination and Extract Files”.  Enter (or Browse to) a folder with a name such as “C:\Users\Owner\Documents\yourname\Autonauts”.  The field labeled “Show extracted files when complete” should have a check mark.  Click on the “Extract” button.  

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.