All Challenge Maze Games have some things in common.   The pages in this 'Playing Mazes' section of the website will explain about those things.   Since many people can make mazes there will also be many things that are different about each Challenge Maze Game.   Each maze can have different room appearances, different challengers, different sounds, different maze shapes, different endings, and so on.   To find out about the things that are unique to a maze, it is better to talk to the person who made the maze.
The Challenge Maze Software is available here.   To play Challenge Maze, the software must be on your computer.   It is currently available only for computers with Windows 7 or higher (Apple iOS & Android versions are planned for the future).
A simple 'double-click' of the Challenge Maze file will launch the software after it is 'unzipped'.   No installation is required.
Any of the blue 'buttons' at the top of this page may help you find information for any part of playing Challenge Maze.   You can also start here.