Windows sometimes blocks the Newton installer because it doesn't recognize the app yet. You can tell Windows to run it anyway, or install Newton from the Microsoft Store instead.
Try these, in order
Keep the download. If your browser warns you about the file, choose to keep it.
Run it anyway. If Windows shows Windows protected your PC, click More info, then Run anyway.
Install from the Microsoft Store. If there's no Run anyway button, or your computer only allows apps from the Store, get Newton from the Microsoft Store.
Ask your IT team. Work computers can block apps that IT hasn't approved. Ask them to allow Newton, or to install it from the Microsoft Store.
Good to know
The Microsoft Store version is updated by the Store. The installer version updates itself and tells you when a new version is ready.
The installer lets you choose where to install Newton.
Closing the Newton window keeps it running in the system tray. To quit, use Quit Newton from the tray icon.