I bought cube escape for rusty lake on steam and through this website and literally none of them are able to be played. Windows is telling me it doesnt have permission even though I enabled all permissions even through advanced features, and steam can't play it either. is there any fix for this because if not I want my money back

Windows will block all "new" games by default. You need to override the block when the blue screen pops up. But the easiest way to play games bought here for Windows is to use the itch.io app.  The app will manage the permissions etc. and let you play the game.