Look for an application file, usually named RogueMonsters.exe or Game.exe . Double-click to run.
Note: If Windows warns you about an "Unknown Publisher," you may need to click "More Info" and then "Run Anyway." If it is a Mod (e.g., for Monster Hunter or Pokémon): Locate the of the original game on your PC.
What is this for (e.g., a mod for a specific game, or a standalone indie game)? Where did you download it from?
Before you open any .zip file downloaded from the internet, follow these precautions:
You cannot run the game or mod directly from the .zip folder. You must "unpack" it. Right-click . Select "Extract All..." or use a tool like 7-Zip or WinRAR .