Installation URL automatically downloads "download" file

Hello there! :smiley:
I am basing my steps on this video:

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?