For Windows, Mac, and Linux, you first neet to extract the file you've downloaded. You can use, for example, WinRAR to do that. Then you run the Resident_Lover_Demo executable from the extracted folder. If you are on Android or Chrome OS, you will need a file manager to install the .apk.
If this doesn't help, do get back to us with info on what the issue is and what operating system you are using.