Sometimes Windows 10 can be picky with Progressive Web Apps (PWAs), but don’t worry you can try few things;
First, use Google Chrome or Microsoft Edge bcz those browsers support installing PWAs properly. Just go to the Letter Boxed website, and if you're using a supported browser, you should see a small install icon in the address bar (usually a plus sign). Click that to install the app on your desktop.
If the install option doesn’t show up, try clearing your browser cache or updating the browser to the latest version. That can often fix glitches like this.