When I try to run the program I get an error message, it reads "Data Folder could not be found" "There should be '3dnes_Data' folder next to the executable"

(My computer has windows 10 installed)

There is something wrong with your unzipping process. Try to delete everything and restart the installation.

I got it working, I re-installed it and then I also downloaded WinRar and it worked, thank you