First, please reboot the PC if possible.

After rebooting, move the setup.exe file from the downloads folder to the desktop.

Then right-click the file and go to properties.

In the bottom right-hand corner select 'unblock' if that option is available and apply the changes.

Then right-click the file again and select "Run as Administrator"

Let us know if you still run into any issues installing with those steps and have a great day!