Uh... that story you got a "sense of" is actually the exact story that was in the game! I appreciate that you'd like me to expand on it further, but I've edited your post to remove spoilers from the game page. I hope you don't mind, and thanks so much for enjoying the game!
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Extract all of the zip file's contents somewhere and then double-click on 'I am the captain.exe' (the one with the icon).
Windows has the somewhat odd behavior of displaying a preview of the zip's contents if you double-click on it. You can drag those files out of there and into a folder of your choice, or you can just right click the file and select "Extract All..." instead.