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Settings > Apps > Apps & features. At the top, you'll see a Choose where to get apps section. If the dropdown is set to The Microsoft Store only (recommended) then you won't be able to install apps from anywhere else.
Change this to Anywhere or Anywhere, but let me know . . . and you're free to install what you like.
You should also check a similar setting in Settings > Update & Security > For developers. Here, make sure that you have Sideload apps selected under Use developer features. Choosing Microsoft Store apps will prevent you from installing regular software.
Close the installer dialog if it's open, then right-click on the installer file and choose Run as administrator. After granting admin rights, try the installer again and see if it succeeds.
Right-click on the app's executable file and choose Properties. In the resulting window, swap to the Compatibility tab. Here, you can choose to Run this program in compatibility mode for an earlier version of Windows.
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