Hey there!
So the assets contain all of the graphics for the game. You can export them as a folder 'Assets' into the same folder that you hold the main game.
The reason we have a seperate game file and assets is frequently our updates don't include graphics, so the asset pack stays the same and the html changes. The asset pack is also much larger than the game file, so this allows people who are playing every time we update to only nab what they want.
Cheers!