I've been downloading games from itch.io and recently when i download a game file and unzip it and run the game, the game wouldn't load and the file thats needed to run the game dissapears. I'm not familiar with PC and technical stuff so, can anyone think what might be the main source of the problem and how to fix it? 

thanks for your help in advance, any reply would be greatly appreciated

clarification: the whole file is still intact and i can still see the files with the scripts and dialogue in 'em but the main "apk" or ".EXE" file dissapears

As answered often around here, that's almost always from an antivirus. Try turning yours off.

same