Need permission to download files from WEB

Question

I have Windows 10, and Microsoft EDGE on a new computer.  Whenever I try to download a file from the internet it says I need permission to do so, and along with this issue all of my current PDF files got converted to Microsoft EDGE PDF files which I cannot open.  I am the administrator on this computer.  I also tried to download Acrobat Reader.  It appears that I cannot do anything useful on my new computer without getting permission from some mysterious source.  I spent hours on the WEB trying to find a solution to this problem which by the number of such requests is a very prevalent problem that Microsoft has not solved.