once you get the file you need to unzip it first for that you can just right click it and then extract all to a new file, then double click that file and the one inside of it and scroll down (it's a big mess) you will find something called fidel.exe then double click it and it might say that it's a virus but that's because it's and exe file wich is used for viruses but to open it just click more info and then execute anyways
you can do that for any games on the website but usually it's better organized and in the first file there are 5 including the one to play the game