A Gift

In order to play you have to download the .zip file. It should download automatically to your Downloads folder.
From there, you'll have to extract the contents of the file in a folder of your choosing.
Then you can open the extracted folder, find the application within the folder and play the game.

If you want a shortcut on your desktop, you can right click on your desktop and click "Create Shortcut". From there, navigate to the folder that the application is in and set the shortcut to that. 
Now you should have your game on your own machine!