Download the zipIt is a large file — give it a minute on a slower connection.
Extract it before running anythingRight-click the file, choose Extract All…, and pick somewhere
like your Desktop. You will get a folder called Gaia.
Open the Gaia folder and run Gaia.exeThat is the game. You can make a shortcut to it, but leave the file itself
where it is.
Do not run the game from inside the zip. Windows lets you double-click
Gaia.exe while still viewing the archive, but the game cannot see its
art, audio and data folders that way and will fail to
start. Extract first, every time.
Windows may warn you the first time. If you see “Windows protected your PC”,
click More info then Run anyway. That appears because the game
is not code-signed yet, not because anything is wrong with it.