Hello Epiphany04!
Game is compressed, to decrease package size for faster download :) I am afraid if you want to play our game, you have to download such software (f.e. "7zip" <- click this link, choose your system and download, its free :)). After 7zip install, you should be able to open package like other directories on your computer.
P.S. If windows still cant open this. There is possibility that you will have to use [RightMouseButton] on previously downloaded Mail-Man package and now from menu choose "7zip" > "Unpack to Mail-Man\" (Or something similar if you get another software than 7zip)
Hope i helped. Thanks for comment, and if any further problems, just type!