Yes! An LZH is another type of file compression system, similar to a zip. If you have a software that can unzip compressed files like WinRar or 7Zip, you can unzip and access the files.
LZH is what RPG Maker 2003 exports game packages as, and when I put this game up a year and a half ago, it didn't even cross my mind that it was a bit confusing. So thank you for reminding me, I'll update the download to be packaged in neatly a zip, but the game can still be accessed from the download you currently have.