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OuchRPG.exe from there. Saves go in the saves/ subfolder next to the .exe.
SmartScreen warning on launch?
Right-click OuchRPG-0.39.0.exe → Properties → check "Unblock" at the bottom → Apply. Alternatively, click "More info" on the SmartScreen dialog and choose "Run anyway".
App won't start?
After first launch, the game extracts to a folder. Run OuchRPG.exe directly from that folder for subsequent launches.
Save files?
Saves are stored in the saves/ folder next to OuchRPG.exe. Keep this folder safe if you want to preserve your progress.