How can I open a game that I download from someone else?

I download gueding s attack on titan fan game, when I open the game everything was ok, but when I select the option to start playing, the game crash everytime, I dont know what to do.
I didnt download Unreal engine 4, but if I do it, the probles will solve

You should ask developer of that game, game should work ok without UE4. UE4 download by it self is just editor letting you make a game on the engine. You could check up logs in Saved/Logs (not sure where those land in packaged game if at all), it might help you out figure something, other then that contact game devloper to help you