The game is made with RPGM MZ. Usually, you just launch it by clicking on Game.exe: no additional apps are required.
Some filenames have Japanese characters though: you'd better extract the archive either with Winrar (CRTL+E, select Japanese) or with Bandizip, and play the game with Locale Emulator or Remulator, just to prevent any crashes.
If you still have issues:
- what is your operative system?
- do you have just a integrated graphic card, or also a dedicated one?
- is your antivirus blocking the game?
- what version have you downloaded (regular or compressed)?