I can promise I'm not trying to give you anything except the game.
RPG Maker VX Ace (the engine this is made in) produces a self-extracting archive when the game is compressed. Running it is the same basic process as extracting a .rar or .zip file., you just can't preview the files before extracting.
Edit: This only applies to v0.9.2 and earlier. v0.10 onward is made in RPG Maker MZ and files are compressed into a .rar archive.