The Windows demo .zip file for this game seems to be malformed. Rather than the presumably intended directory structure, the .zip archive instead contains a few empty directories and a bunch of files in the root of the archive, most of which contain the "\" (Windows directory delimiter) character. I don't know whether the .zip file would decompress as expected (i.e., with a directory structure) on Windows or not, but it doesn't decompress as expected on Linux.
Attached is a screenshot to illustrate the issue:
Compare this to the Mac zip file, which does not have the same issue:
I had this same issue, though I'm on linux (running it in wine) and I thought maybe that was the issue. Interesting that it's happening to you too. A solution/workaround I found was to use a command-line unzip tool. This preserved the directory structure as intended. I did try 2 seperate gui extractors and they did the same garbage to the contents.