Are you on Windows or Mac?
If you are on Windows, inside of the files that are downloaded there should be a .exe file that you can run to play the game.
If you are on Mac, what gets downloaded should be a Mac app and it will launch accordingly.
Sorry I took so long responding but I checked the files again today and non of them say .exe the files I do see are called Sinsation mac release. Sinsations Strategy guide.txt. and sinsationsvn windows release zip.
The only thing I see that says app just takes me to a folder that says content that leads me to more foldrs