I'm not totally sure I understand what the problem is. Generally when you are downloading from Itch, you will get a zip file.
Once you extract/unzip the game, there will be a folder with a .exe file in it. From what I am understanding, when you tried to run the .exe, you got some sort of error.
But I still can't help you unless I know the exact error message you received and what it said. Generally, an error message itself has critical information about what went wrong and without that, I have no way of knowing what happened. If you can take a screen cap, that would be very helpful. Thank you!