There is no launcher, as such.
On Windows I double click on the jar file to start it. I could also open a command console and type "start <name of jar file>" or type "java -jar <name of jar file>"
While more details could be provided the process is basically download the jar file, stick it in a directory and then launch/start/execute the jar file.
Downloading "everything" and unpacking suggests you are doing more than expected.
If you come across a Windows installer don't use it.
If you're not on Windows and can't extrapolate from the above let us know what OS.
https://wiki.kolmafia.us/index.php/Installation is not quite up to date but might help. But the documentation I can find seems to assume the reader knows how to run a jar file on their system.