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If you are looking for a WWII experience available natively on PC, you might consider Call of Duty 2 or Call of Duty: World at War as safer, official alternatives.
Files labeled "Highly Compressed PC Game" are often unofficial fan ports or, more commonly, malicious software
The result is a miracle of data compression that allows you to run a full WWII shooter on a USB stick, an old netbook, or a budget laptop with zero dedicated graphics memory.
Pro Tip: Run the game in and disable "Fullscreen Optimizations" for the most stable experience.