Best bet is to do this:

1. Turn your Anti Virus OFF - Captain Sim products don't have viruses/trojens, but often get a False Positive when scanned by the AV.
2. Right click on the installer and select the Run as Administrator option.

Doing this should allow the installation to proceed as it should.
I have the folders where I download the Captain Sim installers set as exclusions the files don't get scanned by my AV when I open the product, or at any other time when/if I do a scan on my PC. You could just add the file itself to you AV's exclusions list if you want. That should work too.

Note. The Flight Simulator folders (FSX, FSX-SE, P3D (v4/v5/v6), MSFS 2020) are also added to my AV's exclusion list, but it's up to you if you want to go that far. I have no problems with viruses/trojens even though I do that. ;)