Trying to load on my sons RPi3. We can download and extract but when we try to execute it asks what program to Open with. What do we select or how to we open?

Thanks

I don't think it's going to run on RPi. It's a different architecture and would have to be recompiled by the author (closed source).

N[]NE is correct. Unity (that is used for development) doesn't support ARM as build target, so it is not possible to compile for the Raspberry Pi.