There is no executable file in the downloadable zip; only a ".app" directory [which is iirc how applications are packaged under macOS] - since this appears to be made in Unity, you'd have to build it separately for the separate platforms; this specific build you've uploaded however will not work under everything but macOS (since there iirc wasn't any wine-ish thing to run macOS stuff on other systems, that statement isn't even about not being able to run it natively)