I tried playing this game, but its saying the .exe file is missing.
That happened to me too- I deleted it and re-downloaded it, then opened it in desktop (not windows 8 or 7 zip) by extracting the main file you first get, then clicking it once I moved it to the 'desktop' file on 'my PC'. Worked for me, hope this helps?
If emzcat's suggestion doesn't work, it may be your antivirus software trying to delete the game. I would recommend adding it to your antivirus software's list of exclusions or disabling it while extracting the .zip file (and then running the exe). Please let me know if it works for you!