The best way to install is to use the official Itch.io app here https://itch.io/app

It will install your game for you and keep you up to date with the latest version (like Steam)

If you don't want to do that you'll need to unzip it properly. After you download the zip file right click on it and select "Extract All". Select the folder you want to extract it to. Once it's unzipped browse to the folder you selected and run the Autonauts.exe