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So I looked a little bit more into it, and I think I was able to properly fix it so you no longer need to separately download ren'py! Sorry, this is my first time making a game, so I'm pretty inexperienced when it comes to this. Either way, thanks for letting me know! :)

Hi! I believe that's correct! Given that this is a Ren'py game, you'll have to download the engine and use that to run it. Take it like a car for example, the game is all of the components of a car asides for the engine, and the engine is well, the engine. From what I know, you can't play the game without downloading and opening up Ren'py. Here's a link to a guide on how to properly run it! You can ignore the part about opening up the tutorial and just look for the game. If it doesn't show up on the first try, testers have told me that clicking the small refresh button to the right of "PROJECTS" tends to work, or by putting the game folder inside of the engine folder and clicking refresh. Hope this helps!! <3

https://www.renpy.org/doc/html/quickstart.html

https://www.renpy.org/