Sorry,
you did not download the Sofia's Debt demo but the WME Engine demo.
The WME demo is not a demo of a GAME but just of the ENGINE. There is no story and no goal. It just demonstrates the basic functions of the WME Engine.
You mainly use it as a reference as how can I make my character move, how do I do a dialogue, how are inventory items handled etc.........
This demo just exists to introduce people to the engine and show it's functionality, nothing more.
The purpose of this demo is not to promote a game, but to help people who are planning to do a game with the WME Engine with revealing the engine basics.
Meaning you look at the demo, read the source code and see how it is done.
You quase already reached the end of the demo. This is NOT really a game.
Sorry if you got confused that this was meant as a game itself.
If you are looking for Sophia's Dept, you can find it here:
http://www.justadventure.com/IndependentDevs/SofiasDebt/SofiasDebt.shtm