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!