First up, are you in the itch app or downloading the zip? From the sounds of it, I'll assume the zip. If you unzip fleshcult-windows-release.zip, you should see a PLAY FLESHCULT.bat file in the unzipped folder.
If not,
1. Your download might've been interrupted, so try it again.
2. If it happens twice, could you give me the address of where you're finding that download, so I can make sure it's the right one? It looks fine when I download it
3. Maybe there's some security software on your end that hates .bat files? Are there any errors or messages along those lines, or something that shows up in that software's quarantine?