Apologies for the confusion. Please keep in mind these games will only work on Windows!
If you download the Itch application, you can simply download and launch the game using that.
If you can't or don't want to download Itch, download the ZIP file of the game from this page. You'll need to extract it by simply right-clicking the ZIP file and selecting "Extract All..."
Then click on the TheManFromTheWindow application to start the game.
Hope this helps.