It saves you the step of finding the file in your downloads folder.

If the installation fails or you need to reinstall later, you will have to download the file all over again. "Save": Best for Troubleshooting or Multiple PCs

Whether you are installing for the first time or updating your security, you might see a browser prompt asking if you want to "Open" or "Save" the download. While both eventually get the job done, choosing the right one depends on your preference for speed versus convenience.

A Windows User Account Control prompt may appear. Click Yes to allow the installer to make changes to your device.

Here is a quick guide on which option to pick and how to finish your installation. "Open" (or "Run"): Best for Immediate Installation

Regardless of which option you chose, here is how to complete the setup: