So when i downloaded it, stupidly i didn't have an unzip programme to well... unzip the file, you then unzip the file that you get after downloading the appropriate version, and put it somewhere in you computer, i put mine on my desktop to make it easier to access, you go into that new file that you have unzipped and it should say tales of androgyny, there will be two of them, one with a rather blank paper type icon and one with a colourful one, or at least there was for me, pick the blank paper one, this should boot up the game for you, if you dont get the same icons, just try them both, one holds all of the resources for the game and one is the actual game, and your done.
PS if you don't have an unzip application, try going into the windows store or whatever it is called for your computer, (i forgot what it is called) and there are a lot of free downloadable applications with many unzip apps, get one of them thats what i did, if a bit vague just reply again so i can explain.