Sometimes, "Part 1" remasters of indie games are flagged as "false positives" by Windows Defender. If the .exe file disappears after extraction, you may need to add a folder exclusion in your Windows Security settings.
To ensure the game launches without errors, follow these steps: The_Agency-Part1-remaster-pc.zip
Try pressing Alt + Enter to toggle between windowed and fullscreen mode. Sometimes, "Part 1" remasters of indie games are