You shouldn't need a VPN to run a desktop game. You can download and play NoTC in Australia without a VPN.
If you're wondering how to extract the file onto your desktop just use an extraction program like WinRAR or 7Zip (i prefer 7Zip, but its up too you).
If you don't want to donwload an extraction program there are online ones and websites, however I'm not too sure on how private and secure they are.