Could someone please help me with the downloading process because I don't really understand what I'm supposed to do. When I press the download it is saying that I might need to download RPG Maker VX Ace for the game to work. I downloaded the game and then it was saying that I would need to open this game in an application and I don't know what that means and I thought that probably meant that I needed to dowload RPG Maker VX Ace and now I don't know what else I need to do for this game to work. If you could help that would mean the world to me because I came to this game after playing Aria's Story and Aria's Story didn't seem to need any extra applications to run.
Try downloading the RPG Maker VX Ace RTP:
https://www.rpgmakerweb.com/download/additional/run-time-packages
Then after installing it try opening the game normally from the game.exe.
Oooh you're using a .rar file. If you don't have something like winrar to convert it, I'd suggest using https://extract.me/ to convert it to .rar to .zip, download the .zip it converts, then extract the folder.