I'm running Windows 11 and it unzipped and played fine. I used Windows' built-in compression to unzip it. I know it doesn't help you but just wanted to post that Windows 11 doesn't seem to be the problem.
Right click the file you downloaded and choose "Extract All..." then you run the game from the extracted files, maybe that why you're getting the error, you're running the game from within the .zip file (but you've probably got file extensions hidden?)