Guys, it is a lot harder than just getting it off steam, but here is what you have to do;
1. When the zipped file folder pops up, click on the DDLC folder and open it.
2. Scroll down until you see the DDLC.exe application folder.
3. A window will pop up. Select yes.
4. Wait for a little while, and the game should open.
-If this doesn't work, tell me and I will try to help out! :3