Cant start download!?!?!?

I downloaded glasswire on my computer and it works great no issues at all but my friend tried to download it and when he whent to open the setup a popup asked him which file he would like to use to open the setup. This didnt happen on my computer it simply downloaded. Help please im not too tech savy.

@Matthew_Bundy

What browser and operating system is your friend using? Is it a Mac?

He is Using windows 10. The laptop is brand new

@Matthew_Bundy

If you give him this link directly does it work?
https://download.glasswire.com/GlassWireSetup.exe