You'll have to ask the creator of each game, we can't support thousands of them. That said, make sure you downloaded the right archive for your operating system. Isn't there an .exe in it, or the Linux/Mac equivalent?
Thanks. There is a .exe in it (I'm on PC), but what do I do with it? If I click to open it, I get a prompt asking if I want to find an app to open it in the Microsoft store.