It's annoying that a lot of games do this, open the folder and open the mac OS folder in it. There should be a file in there. Open your terminal and type in "chmod +x (and drag the file in the folder into the terminal)". Than press enter. It'll make the file executable (you should see the icon change). You can double click the file if you want to open it. You could also rename the folder you extracted to (name).app so it's an application. You'll need to right click and than open it. So just make that file executable and if you want turn the folder into an application.