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Seems to be something wrong with the files. I tried launching the game, but it keeps bringing up

There should be 'paperman_Data'
folder next to the executable.

I tried flipping around the files, but no luck.

Try to download again the game and check the folders. It should be fixed! If the problem keeps  please contact with us, thanks! 

We find a bug and we're working on it. In the next hour The Paperman will be live again!

Try creating a folder, then move the exe, the "mono" folder and player.dll to it. Then take the data folder (or everything else and put it together with the 3 files I mentioned earlier.

Note: I have not downloaded this game yet. But the mistake you mentioned happened to other games. So that was the way I found it and it worked.