Downloads, as of now will only exist in premium games, as a PC app. Android apps will be published directly to the Google Play store.
First, click on the link in order to download the zip file.
Unzip the file: The default service can be used on a mac. For Windows, 7zip is recommended.
Now, the game can be played by running the executable file inside the folder.
It is recommended to add a desktop shortcut to the file for easier access.