Thanks for reaching out. My name is, Zadee. I'm an Independent Advisor and a Microsoft user like you. I'll be glad to help you today.
If it was blocked by Win Defender that's likely a malicious file. Double-check by uploading the file to the virus total site.
https://www.virustotal.com/gui/home/upload
Did you get this file from an Email? If so, please don't download anything from that email. As that could be a fake email message trying to get your computer infected.
Stay safe,