Open the folder and find the setup.exe or the specific .exe you mentioned.
Right-click the downloaded archive and extract it using WinRAR or 7-Zip (the password is often www.apunkagames.net or apunkagames ). download-crazy-penguin-catapult-apun-kagames-exe
If you have downloaded this specific file, the typical process for ApunKaGames files is: Open the folder and find the setup
Since this is an older game, you might need to right-click the file, go to Properties > Compatibility , and select Windows XP (Service Pack 3) or Windows 7 . Better Alternatives go to Properties > Compatibility