Trouble installing the game With You ～みつめていたい～

[Arilando]

I downloaded this game from here. I can mount the CUE file as a virtual disk just fine, but clicking on the INSTALL or SETUP file contained within simply does nothing. The issue could be with the age of the game (it's from 1998), but i've never had problems with games from the late 90s before. Anyone got any idea what i should do?