It would help if you mentioned which platform.
On computer I would recommend using the itch.io launcher.
But I'm assuming you're on Android.
So you downloaded the APK file and it didn't work.
Try using a file manager go to your downloads folder and open it there.
Sometimes the browser just refuses to open APK files on it's own.
Also, if you often download games from this site for your phone, try looking into Mitch, an unofficial client for itch.io on android.
It can make the process of browsing and downloading games a little bit easier.