Because you are not using an installer, Windows 8.X sees the files as downloaded/concerns and you have to unblock every file before they can properly run.
This is a huge challenge, but can be easily overcome until there is a proper installer.
What you have to do is download Microsoft's SysInternals Suite. You can download it at
http://technet.microsoft.com/en-us/sysinternals/bb842062.aspx.
Then, you want to use a command prompt and go to your Lugdunon folder and type c:\<path to SysInternals>\streams.exe -s -d *.*
This will remove the blocks on all the files so that you do not have to do them one at a time.
Run the game again.