If you are looking to experience the original adventures without spending a dime, you can play them directly in your web browser. These are the "Legacy" versions that made the series famous on Newgrounds.
The actual is a commercial product released by Innersloth in 2020. This is not a free-to-download game, but it offers significant upgrades over the original browser versions. The Henry Stickmin Collection Free Download
How to Play The Henry Stickmin Collection : Free vs. Paid Options If you are looking to experience the original