How do I make Yume Nikki work?

Every time I try to open it, it says...

"Windows can't open this file:

File: Yume_Nikki.rar

To open this file, Windows needs to know what program you want to use to open it. Windows can go online to look it up automatically, or you can manually select from a list of programs that are installed on your computer.

What do you want to do?

-Use the Web service to find the correct program
-Select a program from a list of installed programs"

What do I need to download to make this work? I remember this error from when I tried to download ROMs without knowing you needed an emulator.

We cannot help you to download a developer's game. I think this is not even made with RM. You need to contact the developer.

I've moved this thread to Video Games. Thank you.

It is an RM game. You need something to open rar files. 7 zip is a free one or there should be free online ones you can use.

According to the Wiki of the game you may need an emulator, though I’ve no idea why.

http://yumenikki.wikia.com/wiki/Yume_Nikki

@mlogan This game only requires an emulation layer (not the same thing as an emulator, and it does not use ROMs) if using an OS other than Microsoft Windows. In this case, you'd need something like WINE. OP clearly has Windows though, so this is not needed.

Also, the wiki mentions Locale Emulator. That is not actually an emulator in the sense you may be thinking of it in. It looks to me like it has to do with language encoding compatibility.

Running the game via Steam would be the easiest way: