Looks like you have common file extensions hidden, that TalesOfAndrogyny application is the executable. You have a bunch of other stuff in that directory though, and I can't see if you have the bundled jre (the jre directory) there, so that might be causing your problem. Try extracting the .rar into its own separate folder, and you should see TalesOfAndrogyny.jar, TalesOfAndrogyny(.exe), the jre folder, and a config.json file.
Does this look correct? If it does I don't think it's working correctly, I click and click and click on both the exe and the jar file but nothing happens. Literally nothing, not the game starting up, nor anything else happening that might signal something being wrong like an error report. Sorry if i'm a bother, i'm not very tech savvy, a monkey would probably be better at this than me. If you need anything off of here I can take more screenshots, but I don't see why it won't start even after I followed the instructions given. 