It says that i need a folder called "Ashore_Data"next to the executable?

Hi, Yes the Ashore.exe file you're trying to run needs to be in the same folder as the Ashore_data folder.

After you extracted the files; did you by any chance drag one of the two files to the desktop or somewhere else?

If its still not working after placing them together, delete and re-extract the files and before changing the place try running the game.

Good luck!