I figured it out
1. Get DAEMON Tools Lite Free instead of using a file archiver like 7zip or WinRar.
2. Quick mount one of the 2 files included in the YosugaNoSora folder, I don't think it matters which one you choose.
3. Use the file explorer and open the mounted drive folder, make sure you have the Locale Emulator:
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4. Run the setup.exe file using the locale emulator, and it should install without problems.
5. Go to the installed directory then run yosuga.exe using the locale emulator.
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The translation patch included in this thread is outdated, the one on the yosuga-no-sora
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is more updated, it's in the #patch-and-game channel and it's the one called "yosuga-2022-11-20.zip".