Download Video.Downloader_<version>_x64-setup.exe below and run it.
It installs for your user only, so it does not need administrator rights.
"Windows protected your PC" — expected: the installer is not
code-signed. Click More info → Run anyway. You can check the
file on VirusTotal first if you prefer.
Already have it installed? It updates itself — no need to download again.
Bundles FFmpeg (GPLv3) and yt-dlp (Unlicense); see
THIRD-PARTY-LICENSES.md, included in the installer.