Hello!
More details would help in this case. It's hard to diagnose a problem when I don't know what part of the download process isn't working.
Assuming you've got the game and are having trouble launching it: the most common problem folks have with Ren'py games that we know of is that the game crashing or refusing to launch. If that's what's happening it's worth checking if your antivirus is reacting to the game. Some antivirus programs really don't like Ren'py games and think they're harmful; I promise the game is not harmful. Whitelisting the OBSCURA folder will keep the antivirus program from interfering. If that doesn't help or doesn't describe your problem giving more details will help me figure out what's going on.