After downloading you extract the file with a program like WinRar or 7Zip. Just click on one of them, download and install them on your computer. Maybe you already have it on your system, Idk.
Then you just right click on the Broken Colors(Day1) file and choose "extract here". Think of this like unpacking a small package. After it's unpacked you will see a folder with all the game files in it, now you just start the game by clicking on the exe file ^^
Hope this helps, good luck! :)