There are several newer games and other Apps that require you to download data in addition to the App itself (e.g. Shadowgun, Dark Space, Dictionaries, Encyclopedias etc.). Why didn't you just hit OK? There may be more involved than just copying the game data to a folder. For example, I can copy the Microsoft Office Folder from my PC to a DVD and paste it to another computer. However, it won't work. There are certain things the App probably receives from the download server in addition to game data that registers the game and makes it work.
I'm not familiar with approb.com or this game, however, I do know the App is available at Panda App (
http://download.pandaapp.com/android....7-id5136.html).