The most common mistake people make when trying to run a game they’ve downloaded off the internet on Windows is trying to run the executable directly inside of the zip file without extracting it to a new folder first.
In order for the game to find access all of its resources you must extract the the entire zip file to a new folder before you try to run the game.
If this doesn’t make sense to you, or is too much work, then we recommend that you use our app to download, install, and play games, as it does all of this for you: https://itch.io/app