Dumb thing, but make sure you’re unzipping the game files. Some people on this site still haven’t figured that out.
If that’s not the issue, then as Krodmandoon said, make sure to check that the file loading isn’t being blocked by your antivirus. Other than that, this game uses the same stuff as any other RPGMaker game on this site, so if you’re running into issues with this one, you’ll likely face the same issues in all other RPGMaker games.
Let me know if that doesn’t solve it, and I’ll be happy to help you out further!