Looks like someone compressed the files in the .rar while not under Japanese locale. The file names are completely messed up.
If you're having trouble running the game even after uncompressing the .rar under Japanese locale:
Rename the main executable file (girl icon) to 監獄のエルフ.exe
Rename the .cf file to 監獄のエルフ.cf
Rename the other .exe file (fish icon) to エンジン設定.exe
Rename the .txt file to 基本操作.txt