If you're not using a Circuit Playground, it will tell you to make sure your board is plugged in. Just click "Run Without Board" to play.
(PS, This game also supports Adafruit's Circuit Playground for movement as well! If you have it I reccommend you use it instead of keyboard, it plays like a dream with it. Also controls are on the 4th page of the help screen. Also also, if you use a Circuit Playground, the gameplay will be enhanced with sound [through the CP's speaker] and lighting effects! [through the CP's LEDs.])
(PPS, the Circuit Playground may not work on this website. Use the fullscreen button to actually use it.)