Sounds like you're using a Mac, is that correct? Just to check, have you made sure to un-zip the folder before running the game?
Yes I did unzip it before i ran it. And no I don't believe I'm using Mac.
It sounds like you might have downloaded the Linux version and trying to open it in Windows 10(or 8). Be sure you download the "Forge and Fight_w64.zip" file, it is the last one in the downloads list for me. Hope this is helpful to you and have heaps of fun :)