Windows or Mac? Are you sure you downloaded the correct version?
Did you extract the .zip file? (right-click the .zip file, select "extract all" and choose a location for it) The .exe should be wherever it was extracted to.
Windows, and yes I did download the correct version. I extracted the zip file in Creature Street - bugfix (I think that’s what it was called)
After extracting, the folder had two folders (Criminal intent_data and Mono), two applications (Criminal Intent and UnityCrashHandler64), and one Application extension (UnityPlayer.dll)
After searching high and low for a .exe file and failing, I decided to try the Criminal Intent application. It seemed like that was the right one, but it said that it may depend on other compressed files and that I needed to extract all of them before it would work. Even though I had already extracted it, I pressed Extract All just in case. Once it was done I got the same warning again.
(Sorry if this is too much detail, I just have no idea what I’m doing lol)