I downloaded the game and there is now a shortcut on my computer. I click it and it says "extract folder" and the game does not start. How do I open the game?
What you download is an EXE file that will extract the game's contents to a folder. When you click on it, you should be able to decide where that folder goes. Once the process is complete, go to that folder. In addition to giving you access to your saves and other info, this folder will contain the launcher for the game.