So, I’ve been trying to work this out for around three hours now, and figured it was time to just admit that I need some more experienced people to point out whatever blatantly obvious functions I’m missing.
Theoretically you can open it directly with QGIS simply with Add vector layer - All files - japan.osm. However, it looks like GDAL which is opening the data wants that an environment variable “OSM_USE_CUSTOM_INDEXING=NO” is set. I am not sure how to set that for QGIS.
Myself I would convert the relation first into Spatialite db and open that with QGIS. Open GDAL command window and set the environment, on Windows as
ogr2ogr -f SQLite -dsco spatialite=yes japan.sqlite japan.osm
then add Spatialite layer, Borders of Japan are on layer “multipolygons”