After downloading, please click "Run" for the IDAInstaller.exe file to start the installer. You may get a browser warning (see below), in which case please click "Keep".

Windows may ask for permission to allow Java to make changes on your system or to trust the application. IDA is an official certified application, but under Windows this warning will be around for a while because IDA has not been around for long.

In the blue dialog (see picture below left) under Windows 10 you can click on "more information" to make the button "Run anyway" (see picture below right) available. There it is also indicated that the publisher is known and that it is "IDA Software".