If you are on Windows, first open the file labelled 'Sanctuary-1.2.1-full-win'. Then open said file again, from there, you'd be able to see a program labelled 'Sanctuary' (the one with Rangativurk's icon). After locating it, you'd be able to open that program to run the game.
If it is still in zip file form, left click the file to then find the text labelled 'Extract All'. Click on that text to start the extraction.