I think this is a packaging problem.
When I download Linux games on itch, I often get something similar, a directory with a bunch of files, none of which start the game if I double-click on them. That's because:
- A directory with a a bunch of files is the norm for Windows games. As a Linux user, I prefer AppImages, and Mac users obviously prefer application bundles, but Windows developers usually don't know how to create those, or why they're useful, or just can't be bothered to do so.
- On Linux and Mac, the actual program file is marked by setting the executable bit on the file system. Windows does not have the equivalent, so games packaged on Windows often don't have the executable bit set when unpacked on Linux or Mac.
- In order to run the game, you need to find the program file, set its executable bit, and then double-click it to run it. The command line for this is "chmod +x <file>", and there's probably also a way to do this through the graphical file manager (Finder?).