I've downloaded the game, yet cannot find an application folder to play it. If anyone knows how to fix this, please tell me.
If you're on Windows: There is a folder in the zip called Cthulhu-1.0-pc, and inside that folder is Cthulhu.exe. That should be it.
If you're on Mac: The app folder is the app to run. An application on a Mac is just a folder with the .app extension. You can run it from there or drag it into your Applications.