How weird! Which system are you on (mac/pc) and are you downloading the right version? If you have, maybe try re-do loading?
I'm using a macbook, and it hasn't even asked me which version I want to download. I just click the install option, it goes grey with a spinning loading circle beside the word downloading, then a few seconds later it pops back to the install option.
You definitely clicked Fots 2.2 - MEGA download (Mac) from the options on the game page? The file hosted on Itch.io itself is PC only, so I doubt it could install on a mac.
For reasons I don't entirely fathom, Itch-io also sometimes won't let downloads happen if it's an external link. Try the direct MEGA download here: https://mega.nz/#!gvA0mSJA!Zu9-ophla4L1WCReybsvNClk8ljXXSieXVSGiU6tZEg and let me know if you have any luck with that.
If the download is working fine but the actual installation doesn't work I'm not sure I can help, as I don't own a mac, and FotS isn't really intended to run on that system.
Yay! The link you sent me worked perfectly, thank you. No, I didn't click on anything other than the install option, which for other games gave me the options to choose what to download, but it just went right through and I guess downloaded the PC version and thats why it wasn't working. Again, thank you for your help! I am excited to play this game :)