Installation URL automatically downloads "download" file

Hello there! 😃
I am basing my steps on this video:
https://www.youtube.com/watch?v=8yyE-LaAa8Y

Which are:

1. Download grav+admin .zip file
2. Unzip it to a folder
3. Point browser to that folder
4. Click on the grav-admin folder

When I do that, my browser (Chrome or Brave) simply downloads a file named "download" with no extension.

What could be causing this? How can I solve that?