If it did not, download it again. While it lands, here is what happens next.
Windows protected your PC
Microsoft Defender SmartScreen prevented an unrecognized app from starting. Running this app might put your PC at risk.
More infoApp: Open Portal Setup.exe
Publisher: the name on the signature
A drawing of the dialog, not a screenshot. Windows shows it to every newly signed program until enough people have run it. The installer is signed — More info shows the publisher — and there is no way to skip the queue but to be run.
Ctrl + Shift + O
Press it anywhere. Draw a box around whatever you are looking at and ask — or just start typing, and the question is about the whole screen. The answer lands where you drew. It lives in the tray; there is no main window, and the shortcut is yours to change in Settings.