When you visit the iTunes download page and click Download Now, you should see a File Download window. This window asks you to run or save the iTunesSetup.exe file.

If you don't see the File Download window, your Pop-up Blocker filter level might be set too high.
Lower the filter level of your Pop-up Blocker
- In Internet Explorer, open the "Internet options" menu from the upper-right corner.

- Choose Privacy > Pop-up Blocker Settings.

- In the Pop-up Blocker Settings window, change the Filter level to "Medium: Block most automatic pop-ups."

- Click Close.
After you lower the filter level:
- Visit the iTunes download page and click Download Now.
- Wait for the download to complete.
- Choose Run.
After you install iTunes, you can reset your Pop-up Blocker filter level to its previous setting.

Learn more
If you still can't see the File Download window, other pop-up blocking software might be interfering with the iTunes download. Change the filter level on any other pop-up blocking software that you have installed. For instructions, visit the software manufacturer's website.
You can also get more help using Microsoft Edge.