How do i execute  the game?

You need to give more details if you want help. What operating system are you on? Are you getting any error messages when you try to open it?

[spoiler alert]

*HOW TO COMPLETE THE GAME SPEEDRUN*

OPEN THE ZIP FILE, CLICK ON "ThatGame.exe" 2 TIMES

"play it like a boss"

CONGRATULATIONS YOU ARE STUCK IN THE ABYSS WITH YOUR BATHY DUCKY BOY