SQL Server 2022 setup executables blocked on Windows 11 24H2 – installer does not launch

I am not sure that I understand. You first say that Setup does not start, but then you show a screenshot which suggests that Setup did start, but failed in the end.

If Setup does not start at all because of some execution policy, that is something local in your environment. If you are in a corporate environment, it could be that your IT department has some policies.

As for the error at the end of setup, here is my canned answer for the error you get:

The message Wait on the Database Engine recovery handle failed is a generic error that means that SQL Server did not start when Setup wanted to run configuration steps. To understand why it did not start, you need to look in the SQL Server errorlog, which you find in C:\Program Files\Microsoft SQL Server\MSSQL16.MSSQLSERVER\MSSQL\LOG\ERRORLOG.

If you see a message about 256 misaligned reads, you are running into a known issue where Windows 11 for some disk drives reports a sector size that SQL Server does not cope with. Microsoft has published an article with workarounds for the problem.

If you don't see the message about misaligned reads, feel free to upload the errorlog here, so we can look at it. You will need to rename to ERRORLOG.txt for the forum software to accept it.