Hello, BelleAgain! Let's see what I can do.
Please try the following:
1) Right click on the game itself and click "Show Contents."
2) From there, go to the OS Sierra folder and click on the exec file of the game.
3) You may have to go to Security in the System Preferences to be able to open it. The Exec file will go through the Terminal process. It will take some time before the game officially opens.If this doesn't work, it may be that your antivirus software is trying to delete the game. If so, 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 any of this works for you!