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how do i dowload the game im new i mean how do i start the game

After you download the .zip file, simply extract it somewhere. Inside the folder (which should be called Shadows-1.0-all) there will be various files that allow you to run the game regardless of whether you're on Mac, Windows, or Linux. If you're on Windows, double click Shadows.exe. On Mac, it's Shadows.app, etc etc.