If the zip refers to a different project, it may be one of these:

She encounters a demonic creature that begins to chase her. The story questions whether the girl is experiencing a nightmare or reality, and if the "demon" is actually trying to protect her from something even worse. Other Related Games

A visual novel about a girl attending a mysterious funeral in a cemetery to reveal "secrets in our hearts".

If you found this zip file on an unfamiliar site or forum, be cautious. In the indie horror community, files with generic names like "Funeral.zip" are sometimes associated with ARGs (Alternate Reality Games) or "creepypastas" meant to simulate haunted or malicious software. Space Funeral by thecatamites