You should be able to unpack it from the right-click menu, or else double-click to open, then copy the files to an ordinary directory. Once the game is unpacked, look for an .exe file to run. That seems to be the most common case on Itch. Sometimes you'll get an .exe file directly, so just run it. Some of them are installers: they'll ask you a few questions and install the game properly, so you can run it from the desktop or start menu. MyCFAvisit