This isn’t a windows application. It’s for the Playdate console.
First buy a Panic Playdate, then use the website to sideload the game to your account, or sideload it directly through USB. Without a Playdate you can’t play this im afraid.
i guess you could also download the Playdate SDK from the Playdate website and use the simulator to run the pdx file but i havent messed with the simulator all too much.