Linux details:

Note: if you click on the AppImage file and nothing happens, the file it's probably lacking RUN permissions; if so, just right click on the file and follow the instructions on the GIF above.

an AppImage self contains all the libraries the game depends on that are not already part of the user system; you could say "it just works". Think Snap or Flatpak, but actually lite, fast, harmless, and good.

Windows details:

You will need some DLLs that uses applications and games, they are installed automatically. TYK does not install the demo, it's just a zip file ready to be extracted in some folder and run the executable touhoumootwin.exe.