I bought and downloaded the game, expanded the zip, and cant find a shortcut to open it anywhere. just game files. When i try to open anything, it says I cant open programs configured for windows?

You might need to check whether you downloaded the Windows version instead of the OSX one. I think this is easier to do by accessing your library via browser, since I've never used Galaxy to install games on my machine. Just go to Theme Hospital on your games library (ACCOUNT -> LIBRARY -> THEME HOSPITAL) and make sure to choose OSX as the Operative System installer of choice for you, then download and install.

I'm attaching an image for illustration purposes, the red square is the thing you need to change.