Hey, sorry to hear you had this problem! This may be a helpful reference? https://itch.io/t/432223/nw-elfdll-missing
Key thing is to ensure you extract the entire game before trying to play it. Don't try to run the .exe file right out of the archive (since it won't extract the rest of the files).
I strongly recommend to use the itch.io app: https://itch.io/app. It handles all common issues people might have when trying to download and run software downloaded from their browser.
Hope it helps and you can play soon!