Two steps
1. Unzip the archive — in PowerShell: Expand-Archive -Path nag-0.1.0.zip. On a Mac or Linux, unzip it with the file manager or with unzip.
2. Open index.html in your browser. That is the whole installation.
If the double click does nothing
Some browsers will not open a local page straight from the disk. If that happens, serve the folder with any small web server instead — for example python -m http.server 8000 from inside the unpacked folder — and then visit http://localhost:8000/ in your browser.
The game is the same either way: the same rules, the same levels, the same records kept in your own browser.
What it does not do
No accounts, no telemetry, no analytics, no advertising and no network calls of any kind. Your best times and scores are stored in your own browser on your own machine, and they stay there.