Yes, you have a problem but not because the game is broken but because you can't read.
Just a bit above the download tutorial there is in a big bolded letter a text that says the following:
"
TO PLAY THIS GAME YOU NEED:
You must be registered to see the links
AND
WINDOW SET TO JAPANESE LOCALE OR USE LOCALE EMULATOR PROGRAM"
So instead of maybe trying to read the first post because maybe there's some information about the problem you're having or maybe you missed something, you come here and report that links are not working and whatnot. I suggest you don't even bother playing since I can already see how this will go on. Every single issue you find with the game, you will report it as a bug regardless of if it is a bug or not.