First things first, make sure that you're on Windows. This game is only for Windows so make sure that's what you're using. When you're ready to download...
Step 1: Download the file.
Step 2: Go to file explorer(It's the file icon on the bottom.)
Step 3: Right click on the file "the man from the window win.zip"
Step 4: Click on Extract files
Step 5: Click the un extracted game folder
Step 6: Keep clicking the file until the file goes to the man behind the window game.
Step 7: Click on the game
Step 8: If it says "this isn't a Microsoft app" click run anyway. Or, if Microsoft antivirus says "Windows protected your PC", click more info, and then it'll give you the option to run anyway. Click that and the game should open up now. Hope this helped!