Yo, unzip the files!
Just kidding, but seriously, go into downloads, go into the ddlc-win or whatever it should have a zipper on it, then click on extract all and wait for it to unzip it. :) That's what I did and get to play it now (yay?)
Viewing post in i downloaded, How the frik do i playyyy
It worked, click on the file that says ddlc and looks like a web page (application), click on it twice or right click and then it will say extract, when you click on it there would be a new file with the same name. Click on it and the ddlc game logo will come up in the files, click on it and the game will start.