couple questions will help with explaining the install/extraction process.
1: what system are you using (windows/mac/android)?
2: do you have/use an extractor like winrar or 7zip?
3: if you have extracted the files you should have a folder with the game on your device and in that folder a ".exe" icon that runs the game.
* there are occasions your anti-virus will flag the game as a threat/virus and immediately remove it because how these game types are made vs how big budget games are made.