I don't know myself because I don't get a prompt. I can't physically launch the game since the .exe file type is file rather than application. Not sure if it was an unzipping error but I've never come across this before.
I tried with Lhasa (was not really sure where to get it, it was on a few different sites in different versions) since I do not have a mac I did not try Unarchiver and the game still doesn't work.