That sounds like you clicked on 'Game.exe', you need to click on 'RunGame.exe'
I tried that in the file I downloaded only has game which brought up the issue I said earlier and the RunGame bring up a windows protected your PC and I can only close the window or don't run.
And those two files don't have .exe at the end
RunGame is the one you want, you have to click in the corner to run it anyways (you may first have to click on "More Info" or something similar)
you have to open the file named dragonhouse gamebootstrapper.exe
