I love that you wrote all this in Python! Starting the game by running the .exe doesn't work. Can I play it by running a specific python file? Maybe main.py? Or does pygame need the user to start it via the .exe?
That's strange that it doesn't work. If you haven't unzipped it then that could be the cause but otherwise you can indeed run it with main.py but you need pygame and pytmx installed. Hope this helps!