You should just have to unzip the file and open the Little Devil.exe file it's not an install file.
This is what I get when I go to download. It won't let me choose a file to download in the first place.
That's very odd, it may not be showing up because there' no installer.
Well that's unfortunate :(
Actually, having a dedicated installer is more likely to make it not show up. It's literally just a checkbox in the upload.
