Simple step missed when trying to use Alice for 1st time

After the download is complete you will see one file icon with a zipper on it.
If you double-click to open this file you will see 1 plain folder labeled Alice.
Clicking on that will open a new window with more folders: 'Required'' "Alice", "SlowandsteadyAlice"

NONE of these are how to open the program, because, so far, you have not yet extracted any of the files from the zippered file. (and you need to do that first to get to the actual .exe file that runs the program)

Instead, of clicking to open any of these displayed folders,
Return to the original File icon with the zipper.
Right-click your mouse on the Zipper folder.
A dropdown list will display.
Select from the option one that reads something like: "Extract All". the wording will differ depending on which platform you're running.

An extraction tool will open and 'unzip' the program's file for you.

In the end- of the unzip procedure- you should have 1 file on your desktop, it will be labeled Alice. (or if not on your desktop, then the place you told the unzip program to put Alice for you)
Clicking on this file, and the folder under it, (also named Alice) will get you to the icon of the blond, smiling Alice.
That is the program's .exe .

If you make a shortcut to this program, then Alice is now on your desktop for easier access.