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That is odd... I did a download check, and it works... You should extract the package first, and then run the MiniGameJam.exe found in: 

<Folder where you've installed>\Colourful Dungeon\WindowsNoEditor\MiniGameJam.exe

Does the *.exe work?

Oh, and if the problem persist, could you send the log file? It is found in:

<Folder where you've installed>\Colourful Dungeon\WindowsNoEditor\MiniGameJam\Saved\Log\MiniGameJam.log

Thanks!