Error when Installing SteamSetup.exe

[oLdsKuL™]

Good morning.
I downloaded installer for steam but when I run it, it shows the error (see attached files). Please help can't install steam setup. Im using Windows 11, I Have Cortex XDR™ Advance Endpoint Protection but cant open this anti virus. I already tried troubleshooting like unblocking the apps in security, run as administration and many more. But none of them worked or fix the problem and still the same error. Can someone help. Thank you.

[oLdsKuL™]

1.) When double clicking the setup.exe: Windows cannot access the specified, path, or file. You may not have the appropriate permissions to access the item.
2.) When right clicking then open: Windows cannot find 'C:Users\User\Downloads\SteamSetup.exe'. Make sure you typed the name correctly, and then try again.