itch.io

Oh, I think you have to extract it first. You can do that by clicking on the ".zip" file once, and then right clicking it. While hovering over the "send to" property, you can press ".zip". This will make both the data, and the ".exe" that reads the data in the same place. if you just double click the ".zip" file, and then the ".exe", you would be isolating the ".exe" without its data. That's why you need to extract the ".zip".

Hope I was helpful!