New WooCommerce won't install

Hi. I downloaded the new WooCommerce kit, but the .exe file will not load. It opens a white box with nothing in it and the cursor changes to a spinning circle that never goes away. I have to close the box using the X in the right corner.

Is there another file I need to download?
This is the file I downloaded:
xlsp-wcom-kit-2019.exe

Are you using any antivirus software?