It looks cool but how can you start playing it.
What do you mean ? Did you download the game on your PC ? Did you launch it ? Where are you stuck ?
Yes I downloaded it but it says "it may be dangerous".
Ok. I've already seen issues like that. Are you using a mac device ? If you are, then the question you can address the internet is : how to open a mac app from an unidentified developer. Let me know is things get better for you :)