I tried to follow that tutorial but the Open With option didn't even appear.
Did you use a zip file when following the tutorial (for example, right-clicking on a zip file and then clicking Get Info)?
If that doesn't work, or you don't have any zip files on hand, you can instead manually extract the zip file with Unarchiver without setting it as your default, it just means a couple more steps depending on the browser you use.
For Safari and I think Google Chrome also, it will automatically unzip the file with the default app (which probably is Archive Utility). You can stop this process by right-clicking wherever the download process is being tracked on your browser, and then clicking Stop. Make sure to do this after the actual download is complete, so as soon as it says anything along the lines of "decompressing the file". If done properly, you should be left with just the zip file of the game, which you then can open in Finder. Right-click it, click Open With, and then choose Unarchiver.
If you use Firefox however, you can choose from the start which application to open the zip file with, so you can just skip all these steps and just download the game normally, but this time choosing Unarchiver instead of Archive Utility.