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You actually don't need RPG Maker 2003 installed. I ran the installer, downloaded the RTP for RPG Maker 2003 from https://www.rpgmakerweb.com/run-time-package, navigated to the Nonsense Club folder, and then ran the game.

I downloaded it but the game still won't run :(

Hi, this happened to me as well but then I realize that I had to open the 2003 RTP zip file and download the application. Now the game works for me, I hope this could help you ^^

Oh I completely forgot to unzip it, thank you! :3