Have you tried turning on “install from unknown resources”?
Don't know exactly how to help since I don't know all the details of your device, but I'd try installing a different file explorer app that should prompt you to install the apk instead of opening it.
And then make sure that install from unknown sources is on/allowed, and hopefully the game will install just fine after that! If not, maybe you can join the discord and we can give you more hands on help there.