Federx_ita

I'm from Italy but I've seen some Italian tutorials and it works for them, for me the client downloads it but in theory it should appear in the home page of the computer with the client logo, but for me it only comes out in the computer folder and has the icon Internet. I get a message saying that it could damage the device and asking me if I want to keep it or if I want to delete it, after I click keep however it goes back to the beginning and nothing happens

I'll start by saying that I'm translating my language into English so if there are some errors that's why, when I go to forge and click on "skip" it downloads a page that takes me to the internet and doesn't open the classic screen that comes out to everyone. (I followed some tutorials) I really don't know how to do it please help me