I don't have pixiv account to try it, but some games made by RPG Maker will work only if you have RPG Maker installed in your computer. Also, you need to read the kanji in the name of Audio/Image files inside subfolders.
I suppose you downloaded a rar/zip files. Check inside subfolders (audio/SE for example) if you can read japanese kanji. If no, you have to solve this problem before extract the files on your computer.
NTLEA or Applocale can't rename those files.