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!