Sorry to hear you're having issues with opening it. >.< Just to walk through some steps in case you overlooked something.
(1) - Download "MessyAcademy-0.18-pc.zip"
(2) - Open the .zip file with winrar or your choice of unzipping program and extract the folder within to your desktop, etc.
(3) - Open the "MessyAcademy-0.18-pc" folder that is now out of the zip folder.
(4) - Double click or right click, run as admin on "MessyAcademy.exe" (Only use the -32 version if you aren't using 64bit os.)
(5) - Game should load within 5 seconds at the title screen! ^^
(If these steps don't help fix the problem, perhaps it could be a security/protection setting with windows preventing .exe files from running if they're not fully trusted by Microsoft? <.< I haven't heard much of this for Ren'py engine games though.)