Install the application and its RPGM extension, then extract the game to a folder where you want to keep your games. Thereafter, Press the plus sign, and add the game by browsing to the game's folder. Select the exe file, finish adding the requested data, and boom, you're done! However, you have to configure the controls, which is a hassle.
I'll leave a copy of the control files; just copy the files and paste them into the game folder.
Oh, yes. You might need other files for joiplay to run the game. Those files are somewhere on the forum.