Hmmm...Windowed mode should be available through alt+enter, but that doesn't seem to work. The game is distributed without a setup file, which is annoying.
Anyway, to proceed from the title screen with all the characters, use the hand on the wall a little below the L in "GIRLS'". There is no sound, but at least some interaction. The gameplay seems to consist of choosing the correct doors, or else a killer will get you. Not much logic, just luck and memory the next time.