Hi DoomedDM, the file you download from here is a 7z compressed format. You need some compression software like 7zip, winrar or winzip (I´m sure there´s more programs but these´re the most used I think) to extract the file.
Extract the file in a new folder. Within that new folder you´ll find a Tophet.exe file and another folder named Data. You double click the Tophet.exe file and that´s it.