Did you unzip the archive?
Like many games, Remember that the folder comes as a zip file and you'll need to unzip it before you can play or otherwise it won't work correctly (the fact your getting winrar messages suggests that to me).
You unzip folders, though myself I use the program 7zip from www.7zip.org which does a much better job.
If you did unzip the folder, it is also possible that the game was seen as a virus by windows defender as unfortunately has happened with several games made using BGT.
You'll need to create an exceptions folder in which to run the game.
To do this in Windows 10 click on the "actions recommended button on the task bar, find "virus threat protection settings" and then find the "exceptions" button" Hit the "add an exception" button, and then select whether you want a folder or file as an exception from windows defender, browse to it as normal and hit enter.
After this you can download what you like and run in the folder with no trouble.
I personally have a folder called "audiogames" which is precisely for this sort of thing and which is added as an exception in Windows defender.
Thankfully unlike other antivirus programs (I'm looking at you AVG), Windows defender actually respects the fact you've called something an exception and doesn't sneak up behind your back and delete all its contents anyway .
Our souls with high music ringing; O men! It must ever be
That we dwell in our dreaming and singing, A little apart from ye. (Arthur O'Shaughnessy 1873.)