That´s the first time ever hear of such a weird problem.
All you have to do is, open the zip file and then click on the game.exe
It should start the game and be instantly abel to play it without big loading time or anything.
If it dosen´t show for you then something is wrong with your computer.
Maybe it blocks the game from starting or is not working with windows version.
Maybe check your computer settings and try again. =/