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I downloaded it for Windows, but how do I install the game?

I unzipped it with Windows and WinZip and it shows no executable files anywhere in the folders.

Are you downloading the correct format? If you are choosing the one with the Windows logo beside it, Then you might check your anti-virus, Some Anti-Viruses accidentally flag an innocent EXE and deletes it.

I downloaded the Windows version, and Malwarebytes said it was safe when it scanned the file.