i tried mine and it extract, make sure you're extracting the atlantica installer itself, just right click and select extract files, no need to double click it

on your my computer window, click the Tools tab, then click folder options.
go to the view tab then under the hidden files and folders section, uncheck "Hide extentions for known files". then click apply and ok

when you do that, your files will have an extension on their name (ex: pic > pic.jpg)
then rename your atlantica setup file from .exe to .zip (ex: setup.exe. > setup.zip)
after that you can extract the file to any destination you want (right click the file then select extract files)