Windows 11 might attempt to block 3rd party software installations. If you receive a pop-up window directing you to the Microsoft Store but want to proceed with the software installation, follow these steps.
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Search for Settings from the Windows Start menu.

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Click Apps from the left-hand menu.
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Click Advanced app settings (or Apps & Features).
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Next to Choose where to get apps, click the dropdown menu and select Anywhere.

This will allow the machine to proceed with the installation since you have removed the rule of only allowing apps from the Microsoft Store.