How to play RPGMaker games:
There are many versions of RPGMaker, with most of the games on this forum using version VX. There are different versions for English and Japanese games, and there are also 3 versions of RPGMaker, XP, VX, and VX-Ace. These versions of RPGMaker have shared resources used to make games, which are found in a Run Time Package (RTP) that can be found at their website. >>Link here<< This RTP is required for playing any game made with that version. For example, to play Despair Labyrinth, you must download the RPGMaker VX RTP as well as the game itself.
Once you've got the game and the RTP, you can run the file you obtain from the author, which should take the form of a .exe file. This should open the RPGMaker install wizard, which will (iirc) compile the game with the resources from the RTP and give you a folder with game elements. In this folder will exist an executable called "Game.exe", which will be used to play the game.
If you run into trouble when installing the game,it's likely a bad download. In that case, try to get a fresh copy. If you start the game and an error referencing RGSS202E.dll appears, that indicates that the proper RTP is missing. Check that you've successfully installed the RTP, then try again.
For most games on this forum, creators will include a lot of helpful information in their main post. If you run into trouble, using that information will typically help fix any problems.
If this thread is lacking any pertinent information, feel free to message me or another moderator so we can fix that.
Thanks for reading!
~ZK