Here's how I did it on my desktop:
Make sure the file you downloaded wasn't the one with "mac" in the name, that one is for apple products.
Open the file, you should see a type labeled "application", then it should ask you to extract the files. I fit gives you a warning, just hit "ignore" or "run anyway".
Once extracted, a new file tab should open. In there, there should be another type labeled "application", that's the game.
If it gives you another warning before starting the game, just hit "ignore" or "run anyway" again and the game should start. have fuuuunnn!