I did everything as advised but did not help
Well shit, you are right!!
EDIT: oooops, my bad, sorry. I did the extraction correctly, as was explained above, and it works now! Yaaay! 
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Do you even...have WinRAR?? lol
Listen: when extracting a .zip, and there are files with Japanese characters in their names among the compressed files, the extraction will eff up (meaning you will get files with jumbled/garbled/mojibake text in their names instead of the actual Japanese name, which SPOILER ALERT the game can't load when looking for the Japanese-named files (shocking, right?!)) and you will get errors in the game, UNLESS
A) you do what changeling advised just above your first post
B) use sjisunzip (google it...)
C) extract the .zip file in Japanese locale (google it)
Ca) or otherwise use an extraction software run under emulated Japanese locale (such as 7-zip run with 'NTLEAS' in Jap locale) for the extraction of the archive (goooooooogle)
So yeah...
Good luck.