It keeps giving me the message "This file does not have a program associated with it for performing this action. Please install a program or, if one is already installed, create an association in the Default Programs control panel."

I've tried the solution on Steam to copy all the Executable filed from the Java Bin into the Oracle Folder but it still gives me the same message.

Can someone help me?

I tried running the prologue myself, but after finding out that it requires Java, I decided not to bother. I don't want to install Java because of security issues with it. So I can't help you with running the prologue, but you could instead watch it on YouTube like I did. The prologue isn't really interactive, as you only move a character over a fixed path from left to right and back, so you're not really missing anything by not playing it yourself.

If you decide to watch it, I recommend this video:
https://www.youtube.com/watch?v=Cx9gDuLqRZY
The player is German, but all text on screen is in English. She starts playing around the 3:30 mark.

ya you need java 8 or above to run the game