Here's my story, may or may not be helpful.
Started here:
Clicked on the link to the OS X install and ended up here:
Followed all directions as well as I could but got very confused and frustrated. Went to bed. Woke up and decided to try again. Realized I was not updated to Catalina! Updated, restarted, manually created the applications\CoH folder, then ran island Rum for the "first" time re-downloaded, and to my amazement it worked!