Hi CoinTop, when you download the game you can extract it on you desktop or put in any location or folder if you want. I do recommend you put it in the folder before you extract it. After you do that just right click the file and then hit Extract Here and after that click on icon of the game after it's done extracted and have fun! If you have any questions just let me know. I hope you have a great day and I hope you enjoy Super Mario Maker Unity! :)