Hi Helen, welcome from my side as well!
Can you provide a little more info on which version you downloaded? The DOS version, or the Amiga version? Because there also is a download of the latter which you can still play on Windows; you'll recognise this if the file you run to play the game is called LEMMINGS.BAT
If none of these work for you (or also if they do), you are of course more than invited to try the flagship custom engine of the forums, which is NeoLemmix! It features many additional perks over the original game, like the ability to rewind if you miss-click, jump ten seconds forwards by hitting the space bar, a ruler to measure lethal fall height, skill shadows that show you the trajectory of a skill before you assign it to a lemming, clear-physics mode to reveal hidden traps and exits...
Most importantly, NeoLemmix saves your solution as replay files once you've completed a level. So you can just rewatch your solution without having to do it manually again! And you can also share your solutions with other players this way.
Also, you can select the levels freely from a menu in NeoLemmix, or jump around between levels using the arrow keys on your keyboard.
No more need to write down level access codes! Ah yeah, and did I already mention that NeoLemmix has a ton of additional skills? Like the Swimmer, the Platformer, the Jumper, the Shimmier, to name just a few you might know if you also played Lemmings 2: The Tribes back in the day.
But there are also some completely custom skills, many of which were made by our admin and NeoLemmix lead developer namida. Those include things like the Cloner (which doubles a lemming, looking in the opposite direction, and it keeps all the skills of the original, also executes whatever skill the original was performing at the moment), the Stoner (a Bomber that creates terrain instead of destroying it), and even a Disarmer that can disable traps.
NeoLemmix also has the option of not putting a time limit on a level - and most custom levels indeed don't have one.
Yes, that's right. NeoLemmix comes with a level editor that allows you to build your own levels. And there is a massive collection of graphic sets to choose from, not just the ones from the original DMA games.
You can still play all the original levels from Lemmings and Oh No! More Lemmings in that engine. Our user WillLem has recently polished up both versions of those original packs and released them under the name
Amiga Lemmings. (I'm not quite sure what happened to the "NeoLemmix official" versions.) WillLem just stated that a lof of the official NeoLemmix versions of the original two games had had a lot of the decorative elements removed. So WillLem went back and re-added those.
As far as I can tell, the levels in Amiga lemmings look and play exactly like the ones from original Lemmings and Oh No! More Lemmings.