read the Linux_readme file for instructions to run the game
(assuming you're actually using Linux. If you're using Windows, you downloaded the wrong version, should be either the 64-bit or 32-bit Windows versions)
(PS: I'll just paste the instructions here)
How make LifePlay.sh executable:
In terminal:
1) Open a terminal window
2) cd to LifePlay directory (e.g. cd ~/Downloads/LifePlay_2_14_Linux/
)
3) chmod +x LifePlay.sh
4) Run LifePlay.sh
(Fresh/"Casual" Linux users: Linux is case sensitive. make sure you type LifePlay.sh, and not lifeplay.sh)
On KDE Plasma with Dolphin file manager:
1) Right click LifePlay.sh
2) Click Properties
3) Click Permissions
4) Check the checkbox for "Is Executable"
5) Click OK, then run LifePlay.sh
It should be very similar in other DE's (Gnome, Xfce, Budgie++)