The biggest trouble at times with Microsoft Windows is that after downloading a file it blocks you from opening the same citing unavailability of its listing in Microsoft Store Screenshot below
Fortunately there is an easy way to address this situation. Locate the file where you have downloaded the same and navigate to properties. There will be a new checkbox called Unblock. Just select the same and click Apply/OK.
This tip is to overcome the limitation imposed by Microsoft Windows. However to make sure your computer is not inadvertently exposed to security risks, make sure there is a full fledged antivirus running in realtime to monitor all file activities.