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.
Thank you so much! x
There doesn't seem to be a Shadows.app when I download and extract the zip file, only a Shadows.exe :( Any suggestions?