You can read about the problem (paradox) from below link:
https://en.wikipedia.org/wiki/Monty_Hall_problem
before running game you need to install JavaSE Runtime. You can download it from here:
https://soft98.ir/software/692-sun-java-se-runtime-environment.html
After download and installing JavaSE Runtime, Just download 'MontyHallGame.jar' file and double click on it to run.