itch.io

On windows you'll just extract the file to your computer, once extracted you'll find the .exe to launch it which can than be given a shortcut on desktop or start menu. On android it might vary by make and model but you'll have to allow installs/downloads from unknown sources. And the app should be on your app drawer.

Samsung phones do have an extra security setting where you'll have to turn off auto blocker at least temporarily to allow the install.

sure I just blocked what could be sensitive information

When I used PayPal to purchase the game, both the email and app showed both itch.io and the game name. As an added note, PayPal will only show itch.io on activity, but if someone other than yourself has access to your PayPal, they will be able to click on where it says Itch.io for more details, and it is there where they can see what you purchased on itch.io. So, I will consider making a different PayPal account to purchase if privacy is a concern.

Idk if you already purchased it, but if you use PayPal it does show itch.io and also a summary of the purchase showing what was purchased via the PayPal app and receipt. So no privacy via the PayPal app or website. However, the purchase only shows as Itch.io on the associated debit/credit account statement

the game was banned on Steam according to a post found on Discord.