That screenshot is not very useful, it does not show the requested information.
The full name of leftmost folder is not shown, but I assume it is harem-hotel-win.zip, the zip file you downloaded.
The other folder is harem-hotel-win, a bit strange since the folder extracted from the zip should be Harem_Hotel-v0.18.2-pc. Is the harem-hotel-win an empty folder? Did you create it yourself?
Anyway, if you double click the zip folder, the extraction should start and folder Harem_Hotel-v0.18.2-pc is created, possibly not on Desktop folder but the extracting window should show where it is extracted to. Try to find the Harem_Hotel-v0.18.2-pc folder, there you should have the game file that you can click to start the game.
If this does not help, consider asking a windows expert to examine you computer, maybe something unexpected is going on.
Or try a Youtube video, try searching for example “download and install game from itch.io”.
