Ok, it sounds like you’re trying to run the rar. A rar is a file like .zip, it’s a compressed file that you have to use a special program to decompress it first. 7-Zip is what I use, it’s free and very well known.
Download and install 7zip from here: if you have a 64 bit machine, then select the windows 64-bit x64 option. If you have a 32-bit machine, then select the 32-bit x86 option. There are other free ones that you can use, such as winrar or winzip, but I recommend 7zip.
Once you’ve installed 7-zip, restart your computer and try again. If it doesn’t work automatically after that, we’ll dig a bit deeper. One more question, are you opening it through the itch.io app, or are you downloading it from the itch website?
Also: The devs release a new version of the game monthly. A new version will be out in (likely) a day or two with new content, so you may want to wait just a tiny bit.