I think I just figured it out! You download all the files, then extract them (or unzip) and then look for a little icon that is called CATGEN and looks like a cat's face. Clicking on this opens the game. Hope this helps.
Yeah, you unzip the zipped folder, then look for the "clangen.exe" program and double click it. This will start the game. You can not start the game if the "clangen.exe" isn't in the unzipped folder, so if you don't want to have to open the folder every time, look up a tutorial on how to make a shortcut on your computer, it's to hard to explain with text. Hoped this helped!