A couple of things to consider.
1) If your download is a ZIP file, unzip the archive to a temporary folder and run the .exe in that folder rather than running that from within the archive.
2) Your antivirus is eating the files as they get extracted by the setup program. Temporarily disable your antivirus program and try again.
Hint: If you do get it installed, exclude the TRS2019 program folder and User data folder (build-something) located on the C: drive in Users\<your name>\app data\local\N3V Games\trs2019.
The -something means it looks something like this:
build 271uotd91 - your numbers and letters will vary.