ah ok ive seen this issue a couple times, its your computers firewall
first make sure it downloaded at all, sometimes on windows 11 or updated browsers it wont even download it unless you allow it to, so try to download the file again and see if theres a pop up in your downloads box, you should be able to select "download anyway". if not, try to use a different browser like firefox or chrome if youre not using one of those
next, once you get your browser to behave to download it, you should be able to open what file it downloaded to from your downloads, open the folder its in and it should look like a blue box icon. click on it and your firewall might say "its a virus cause we dont know this developer" which is totally common with itchio games, it even happened to me when i downloaded it onto another computer and also when i got baldi's basics.
you should be able to click a small button in the corner that says "more options" and then you can hit "run anyway". itll extract the files to the same folder the blue box is in, but now itll just be a new folder you can open. open the new folder (not the blue box again) and scroll down a little til you see an icon that looks like a red dragon and click on that to launch the game.
im sorry it giving you some trouble :( if you cant get it to work, i do plan on uploading to steam soon and youll receive a free copy of it there for owning it on itchio!